This study investigates whether policy bank lending can mitigate supply chain disruption risks by applying a novel dual-layer complex network framework to Chinese A-share listed firms from 2009 to 2023. By employing dynamic methods to assess disruption risks at supply chain nodes, we demonstrate that dual-layer networks significantly outperform single-layer networks in identifying critical risk points. Our results show that while commercial banks systematically avoid lending to high-risk nodes, policy banks strategically allocate credit to vulnerable and shock-affected firms. This countercyclical and targeted lending behavior not only enhances overall network stability and strengthens supply chain resilience but also mitigates disruption risks effectively. The findings highlight the stabilizing role of state-backed financial institutions and provide policy implications for industrial upgrading and sustainable development in emerging economies.