Derivatives and Hedging Activities (Tables)

6 Months Ended

Jun. 30, 2025

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 Balance Sheet as of June 30, 2025 and December 31, 2024:

	June 30, 2025						December 31, 2024
(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	$	2,108,303	$	64,943	$	66,526	$	1,906,520	$	72,343	$	72,204
Other contracts:
Interest rate lock commitments		52,657		1,528		—		15,476		—		41
Forward TBA contracts		173,000		—		1,637		29,000		115		—
Total derivatives			$	66,471	$	68,163			$	72,458	$	72,245

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, 2025 and 2024, respectively.

		For the Three Months Ended June 30,						For the Six Months Ended June 30,
(unaudited, in thousands)	Location of Gain/(Loss)	2025			2024			2025			2024
Interest rate swaps and caps	Net swap fee and valuation income	$	(677	)	$	9		$	(1,687	)	$	807
Interest rate lock commitments	Mortgage banking income		310			(90	)		1,569			(116	)
Forward TBA contracts	Mortgage banking income		(538	)		47			(1,036	)		95
Total		$	(905	)	$	(34	)	$	(1,154	)	$	786