When you apply for finance, the lender asks lots of questions: your status as a homeowner or tenant; employment and income; where you bank and what credit cards you hold; your existing debts and regular outgoings. Your answers go to a credit reference agency for credit checking and 'scoring' - assessing how good a risk you are.
If your application is refused, ask the lender why. If you have a poor credit rating for no apparent reason - you've no bad debts and a good payment record - the Data Protection Act permits you to check your record and correct possible errors. The lender must give you details of the credit reference agency that processed your application.