Once the loan application is approved, the bank will ask for documentation of your financial situation. This may be a copy of your two or three last paychecks and documentation of other income such as rental income, government support, etc. The bank will often require a copy of your last invoice as well. If you apply with a co-applicant, the same documentation is required from him/her too.
If you are self-employed and want a personal loan, you can submit income and current financial statements for the current year, if your accountant or auditor have approved the statements.