The in-depth integration of digital-intelligent technology and cross-border trade has provided new tools for banks to conduct risk control in supply chain financing. Nevertheless, it remains a practical concern for banking practitioners under what conditions technological investment can expand credit supply, control non-performing risks and improve financing returns. Focusing on the business scenario of warehouse receipt pledge financing for cross-border e-commerce, this paper constructs a two-stage Stackelberg game model between banks and cross-border e-commerce sellers. Through mathematical derivation and numerical simulation, it analyzes the influence mechanism of banks’ digital-intelligent technology investment on loan interest rates, sellers’ pricing, financing scale and the profits of both banks and enterprises, and identifies the constraints for digital-intelligent technology to generate practical value. The results show that increased investment in digital-intelligent technology by banks can reduce credit risks, drive down loan interest rates, help cross-border e-commerce sellers gain pricing advantages, boost overseas market demand and expand financing scale. The dividends brought by digital-intelligent technology are distributed unequally between banks and sellers. Without bearing the cost of technological investment, sellers’ benefits keep rising with the improvement of technological capabilities, whereas banks have to trade off technological investment costs against risk-reduction effects, leading to more complicated profit changes. Furthermore, the value of digital-intelligent technology is subject to specific prerequisites. Additional investment in digital-intelligent technology is economically feasible for banks only when technological costs stay below a critical threshold and sellers’ default risks remain within a reasonable range; otherwise, increased technological investment will squeeze banks’ profit margins. This paper dissects the micro-transmission mechanism through which digital-intelligent technology acts on cross-border e-commerce supply chain finance, enriches application scenarios for the transmission theory of digital financial credit, and explains the underlying reasons for differences in banks’ digital-intelligent technology investment. The findings can serve as decision-making references for banks to formulate differentiated digital-intelligent technology investment schemes and for cross-border e-commerce sellers to obtain financing support, so as to foster the sound development of the cross-border e-commerce supply-chain financing ecosystem.