Derivatives and Hedging Activities (Tables)

6 Months Ended

Jun. 30, 2026

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Summary of Fair Values of Derivative Instruments on Balance Sheets

The table below presents the fair value of Wesbanco’s derivative financial instruments as well as their classification on the Consolidated Balance Sheet as of June 30, 2026 and December 31, 2025:


		June 30, 2026												December 31, 2025
(unaudited, in thousands)		Notional or Contractual Amount				Asset Derivatives				Liability Derivatives				Notional or Contractual Amount				Asset Derivatives				Liability Derivatives
Derivatives
Loan Swaps:
Interest rate swaps and caps		$	2,708,550			$	54,650			$	55,492			$	2,612,677			$	63,144			$	64,181
Other contracts:
Interest rate lock commitments			35,528				859				—				27,615				692				—
Forward TBA contracts			76,000				—				126				91,000				—				213
Total derivatives						$	55,509			$	55,618							$	63,836			$	64,394

Summary of Effect of Derivative Instruments on Income Statement

The table below presents the change in the fair value of the Company’s derivative financial instruments reflected within non-interest income on the Consolidated Income Statement for the three and six months ended June 30, 2026 and 2025, respectively.


			For the Three Months Ended June 30,								For the Six Months Ended June 30,
(unaudited, in thousands)	Location of Gain/(Loss)		2026				2025				2026				2025
Interest rate swaps and caps	Net swap fee and valuation income		$	311			$	(677	)		$	199			$	(1,687	)
Interest rate lock commitments	Mortgage banking income			169				310				167				1,569
Forward TBA contracts	Mortgage banking income			(130	)			(538	)			355				(1,036	)
Total			$	350			$	(905	)		$	721			$	(1,154	)