Derivatives and Hedging Activities (Tables)

9 Months Ended

Sep. 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 September 30, 2026 and December 31, 2025:

Table 21: Financial Derivatives


		September 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		$	2,779,418			$	99,078			$	97,876			$	2,612,677			$	63,144			$	64,181
Other contracts:
Interest rate lock commitments			20,962				237				—				27,615				692				—
Forward TBA contracts			46,500				1,082				—				91,000				—				213
Total derivatives						$	100,397			$	97,876							$	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 nine months ended September 30, 2026 and 2025, respectively.

Table 22: Gains/(Losses) on Financial Derivatives


			For the Three Months Ended September 30,								For the Nine Months Ended September 30,
(unaudited, in thousands)	Location of Gain/(Loss)		2026				2025				2026				2025
Interest rate swaps and caps	Net swap fee and valuation income		$	2,051			$	22			$	2,251			$	(1,665	)
Interest rate lock commitments	Mortgage banking income			(622	)			(532	)			(455	)			1,037
Forward TBA contracts	Mortgage banking income			1,458				(836	)			1,813				(1,872	)
Total			$	2,887			$	(1,346	)		$	3,609			$	(2,500	)