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UNITED STATES

SECURITIES AND EXCHANGE COMMISSION

WASHINGTON, D.C. 20549

FORM 10-K


☒			ANNUAL REPORT PURSUANT TO SECTION 13 OR 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934

For the fiscal year ended December 31, ~~2024~~2025


☐			TRANSITION REPORT PURSUANT TO SECTION 13 OR 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934

For the transition period from to

Commission file Number 001-11138

FIRST COMMONWEALTH FINANCIAL CORPORATION

(Exact name of registrant as specified in its charter)


PENNSYLVANIA		25-1428528
(State or other jurisdiction of incorporation or organization)		(I.R.S. Employer Identification No.)
601 PHILADELPHIA STREET		15701
INDIANA,	PA
(Address of principal executive offices)		(Zip Code)

Registrant’s telephone number, including area code: (724) 349-7220

Securities registered pursuant to Section 12(b) of the Act:


Title of each class	Trading Symbol	Name of each exchange on which registered
COMMON STOCK, $1 PAR VALUE	FCF	NEW YORK STOCK EXCHANGE

Indicate by check mark if the registrant is a well-known seasoned issuer, as defined in Rule 405 of the Securities Act. Yes x No ¨

Indicate by check mark if the registrant is not required to file reports pursuant to Section 13 or Section 15(d) of the Act. Yes ¨ No x

Note—Checking the box above will not relieve any registrant required to file reports pursuant to Section 13 or 15(d) of the Exchange Act from their obligations under those Sections.

Indicate by check mark whether the registrant (1) has filed all reports required to be filed by Section 13 or 15(d) of the Securities Exchange Act of 1934 during the preceding 12 months (or for such shorter period that the registrant was required to file such reports), and (2) has been subject to such filing requirements for the past 90 days. Yes x No ¨

Indicate by check mark whether the registrant has submitted electronically every Interactive Data File required to be submitted and posted pursuant to Rule 405 of Regulation S-T (§232.405 of this chapter) during the preceding 12 months (or for such shorter period that the registrant was required to submit such files). Yes x No ¨

Indicate by check mark whether the registrant is a large accelerated filer, an accelerated filer, a non-accelerated filer, a smaller reporting company, or an emerging growth company. See the definitions of "large accelerated filer," "accelerated filer," "smaller reporting company," and "emerging growth company" in Rule 12b-2 of the Exchange Act.

Large accelerated filer x Accelerated filer ¨ Non-accelerated filer ¨ Smaller reporting company ☐ Emerging growth company ☐

If an emerging growth company, indicate by check mark if the registrant has elected not to use the extended transition period for complying with any new or revised financial accounting standards provided pursuant to Section 13(a) of the Exchange Act. ☐

Indicate by check mark whether the registrant has filed a report on and attestation to its management’s assessment of the effectiveness of its internal control over financial reporting under Section 404(b) of the Sarbanes-Oxley Act (15 U.S.C. 7262(b)) by the registered public accounting firm that prepared or issued its audit report. x

If securities are registered pursuant to Section 12(b) of the Act, indicate by check mark whether the financial statements of the registrant included in the filing reflect the correction of an error to previously issued financial statements. ☐

Indicate by check mark whether any of those error corrections are restatements that required a recovery analysis of incentive-based compensation received by any of the registrant’s executive officers during the relevant recovery period pursuant to §240.10D-1(b). ☐

Indicate by check mark whether the registrant is a shell company (as defined in Rule 12b-2 of the Exchange Act). Yes ☐ No x

The aggregate market value of the voting and non-voting common stock, par value $1 per share, held by non-affiliates of the registrant (based upon the closing sale price on June 30, ~~2024~~2025) was approximately $1,~~384~~674,~~889~~644,~~435~~899.

The number of shares outstanding of the registrant’s common stock, $1.00 Par Value as of February 2827, ~~2025~~2026, was ~~101~~102,~~852~~143,~~168~~230.

DOCUMENTS INCORPORATED BY REFERENCE

Portions of the definitive Proxy Statement to be filed with the Securities and Exchange Commission in connection with the annual meeting of shareholders to be held April 2928, ~~2025~~2026 are incorporated by reference into Part III.

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FIRST COMMONWEALTH FINANCIAL CORPORATION AND SUBSIDIARIES

FORM 10-K

INDEX

PART I		PAGE
ITEM 1.	Business	4
ITEM 1A.	Risk Factors	17
ITEM 1B.	Unresolved Staff Comments	25
ITEM 1C.	Cybersecurity	25
ITEM 2.	Properties	26
ITEM 3.	Legal Proceedings	26
ITEM 4.	Mine Safety Disclosures	26
	Executive Officers of First Commonwealth Financial Corporation	27
PART II
ITEM 5.	Market for Registrant’s Common Equity, Related Stockholder Matters and Issuer Purchase of Equity Securities	2829
ITEM 6.	[Reserved]	3031
ITEM 7.	Management’s Discussion and Analysis of Financial Condition and Results of Operations	3132
ITEM 7A.	Quantitative and Qualitative Disclosures About Market Risk	5557
ITEM 8.	Financial Statements and Supplementary Data	5658
ITEM 9.	Changes in and Disagreements with Accountants on Accounting and Financial Disclosure	~~129~~131
ITEM 9A.	Controls and Procedures	~~129~~131
ITEM 9B.	Other Information	~~131~~133
ITEM 9C.	Disclosure Regarding Foreign Jurisdictions that Prevent Inspections	~~131~~133
PART III
ITEM 10.	Directors, Executive Officers and Corporate Governance	~~132~~134
ITEM 11.	Executive Compensation	~~132~~134
ITEM 12.	Security Ownership of Certain Beneficial Owners and Management and Related Stockholder Matters	~~132~~134
ITEM 13.	Certain Relationships and Related Transactions, and Director Independence	~~133~~135
ITEM 14.	Principal Accountant Fees and Services	~~133~~135
PART IV
ITEM 15.	Exhibits, Financial Statements and Schedules	~~134~~136
ITEM 16.	Form 10-K Summary	~~136~~138
	Signatures	~~137~~139

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FORWARD-LOOKING STATEMENTS

Certain statements contained in this Annual Report on Form 10-K that are not statements of historical fact constitute forward-looking statements within the meaning of the Private Securities Litigation Reform Act of 1995 (the “Reform Act”), notwithstanding that such statements are not specifically identified as such. In addition, certain statements may be contained in our future filings with the Securities and Exchange Commission, in press releases, and in oral and written statements made by us or with our approval that are not statements of historical fact and constitute forward-looking statements within the meaning of the Reform Act. Examples of forward-looking statements include, but are not limited to: (i) projections of revenues, expenses, income or loss, earnings or loss per share, the payment or nonpayment of dividends, capital structure and other financial items; (ii) statements of plans, objectives and expectations of First Commonwealth or its management or Board of Directors, including those relating to products, services or operations; (iii) statements of future economic performance or interest rates; and (iv) statements of assumptions underlying such statements. Words such as “believe,” “anticipate,” “expect,” “intend,” “plan,” “estimate,” or words of similar meaning, or future or conditional verbs such as “will,” “would,” “should,” “could” or “may,” are intended to identify forward-looking statements. Forward-looking statements involve risks and uncertainties that may cause actual results to differ materially from those in such statements. Factors that could cause actual results to differ from those discussed in the forward-looking statements include, but are not limited to:

•The effects of and changes in trade and monetary and fiscal policies and laws, including the interest rate policies of the Federal Reserve Board and the implementation of tariffs and other protectionist trade policies.

•Inflation, interest rate, securities market and monetary fluctuations.

•Changes in the financial performance and/or condition of our borrowers.

•Local, regional, national and international economic conditions and the impact they may have on us and our customers and our assessment of that impact.

•Volatility and disruption in national and international financial markets.

•Changes in consumer spending, borrowings and savings habits.

•Changes in the competitive environment in our markets and among banking organizations and other financial service providers.

•Government intervention in the U.S. financial system.

•Changes in the mix of loan geographies, sectors and types or the level of non-performing assets and charge-offs.

•Changes in estimates of future reserve requirements based upon the periodic review thereof under relevant regulatory and accounting requirements.

•The effects of and changes in trade and monetary and fiscal policies and laws, including the interest rate policies of the Federal Reserve Board.

•Inflation, interest rate, securities market and monetary fluctuations.

•The effect of changes in laws and regulations (including laws and regulations concerning taxes, banking, securities and insurance) with which we and our subsidiaries must comply.

•The soundness of other financial institutions.

•Political instability.

•Impairment of our goodwill or other intangible assets.

•Acts of God or of war or terrorism.

•The timely development and acceptance of new products and services and perceived overall value of these products and services by users.

•Changes in consumer spending, borrowings and savings habits.

•Changes in the financial performance and/or condition of our borrowers.

•Technological changes.

•The cost and effects of cyber incidents or other failures, interruption or security breaches of our systems or those of third-party providers.

•Acquisitions and integration of acquired businesses.

•Our ability to increase market share and control expenses.

•Our ability to attract and retain qualified employees.

•Changes in the competitive environment in our markets and among banking organizations and other financial service providers.

•The effect of changes in accounting policies and practices, as may be adopted by the regulatory agencies, as well as the Public Company Accounting Oversight Board, the Financial Accounting Standards Board and other accounting standard setters.

•Changes in the reliability of our vendors, internal control systems or information systems.

•Changes in our liquidity position.

•Changes in our organization, compensation and benefit plans.

•The costs and effects of legal and regulatory developments, the resolution of legal proceedings or regulatory or other governmental inquiries, the results of regulatory examinations or reviews and the ability to obtain required regulatory approvals.

•Greater than expected costs or difficulties related to the integration of new products and lines of business.

•Our success at managing the risks involved in the foregoing items.

Forward-looking statements speak only as of the date on which such statements are made. We do not undertake any obligation to update any forward-looking statement to reflect events or circumstances after the date on which such statement is made, or to reflect the occurrence of unanticipated events.

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PART I

ITEM 1. Business

Overview

First Commonwealth Financial Corporation (“First Commonwealth,” the “Company” or “we”) is a financial holding company headquartered in Indiana, Pennsylvania. First Commonwealth's operating subsidiaries include First Commonwealth Bank ("FCB" or the "Bank"), First Commonwealth Insurance Agency, Inc. ("FCIA") and FRAMAL. We provide a diversified array of consumer and commercial banking services through our bank subsidiary, FCB. We also provide trust and wealth management services through FCB and offer insurance products through FCIA. At December 31, ~~2024~~2025, we had total assets of $1112.63 billion, total loans of $9.08 billion, total deposits of $910.73 billion and shareholders’ equity of $1.46 billion. Our principal executive office is located at 601 Philadelphia Street, Indiana, Pennsylvania 15701, and our telephone number is (724) 349-7220.

FCB is a Pennsylvania bank and trust company. At December 31, ~~2024~~2025, the Bank operated ~~124~~126 community banking offices in 30 counties throughout western and central Pennsylvania and throughout Ohio, as well as commercial lending operations in ~~Canton,~~Business ~~Columbus,~~Centers in Canfield, Canton, Hudson, Independence and ~~Independence~~Lewis Center, Ohio and Pittsburgh and Berwyn Pennsylvania. The Bank also operates a network of 132 automated teller machines, or ATMs, at various branch offices and offsite locations. All of our ATMs are part of the NYCE and MasterCard/Cirrus networks, both of which operate nationwide. The Bank is also a member of the Allpoint ATM network, which allows surcharge-free access to over 55,000 ATMs and the “Freedom ATM Alliance,” which affords cardholders surcharge-free access to a network of over 350 ATMs in over 50 counties in Pennsylvania, Maryland, New York, and Ohio.

Historical and Recent Developments

FCB began in 1934 as First National Bank of Indiana. First National Bank of Indiana changed its name to National Bank of the Commonwealth in 1971 and became a subsidiary of First Commonwealth in 1983.

Since the formation of the holding company in 1983, we have grown steadily through the acquisition of smaller banks and thrifts in our market area, including Deposit Bank in 1984, Dale National Bank and First National Bank of Leechburg in 1985, Citizens National Bank of Windber in 1986, Peoples Bank and Trust Company in 1990, Central Bank in 1992, Peoples Bank of Western Pennsylvania in 1993, and Unitas National Bank and Reliable Savings Bank in 1994. In 1995, we merged all of our banking subsidiaries (other than Reliable Savings Bank) into Deposit Bank and renamed the resulting institution “First Commonwealth Bank.” We then merged Reliable Savings Bank into FCB in 1997. We acquired Southwest Bank in 1998 and merged it into FCB in 2002.

We expanded our presence in the Pittsburgh market through the acquisitions of Pittsburgh Savings Bank (dba BankPittsburgh) in 2003, Great American Federal in 2004 and Laurel Savings Bank in 2006. These acquisitions added 27 branches in Allegheny and Butler Counties.

In 2015, we expanded into central Ohio through the acquisition of First Community Bank with four branches in the Columbus area. In 2016, we acquired 13 branches from FirstMerit Bank, National Association, in Canton-Massillon and Ashtabula, Ohio and in 2017, we acquired DCB Financial Corp., and its banking subsidiary The Delaware County Bank and Trust Company with nine full-service banking offices in the Columbus, Ohio MSA. In 2018, we acquired Garfield Acquisition Corp., and its banking subsidiary Foundation Bank with five full-service banking offices in the Cincinnati, Ohio area. Additionally, since 2014, we have expanded our presence in the Ohio market by opening a corporate loan production office in Columbus, Canton and Cleveland, Ohio, and mortgage loan offices in Hudson, Canfield and Lewis Center, Ohio.

In 2019, we expanded our Pennsylvania markets into State College, Lock Haven, Williamsport and Lewisburg through the acquisition of 14 branches from Santander Bank, N.A.

In January 2023, we acquired Centric Financial Corporation ("Centric") and its banking subsidiary Centric Bank, which operated branches located in the Harrisburg, ~~Hershey, Mechanicsburg, Camp Hill, Doylestown, Devon,~~ and Lancaster, ~~Pennsylvania, and loan production offices in Lancaster and Devon, Pennsylvania~~markets.

In ~~December~~April ~~2024~~2025, we ~~entered~~acquired ~~into an agreement to acquire~~ CenterGroup Financial Inc. ("~~CGFI~~Center") and its banking subsidiary, CenterBank, which ~~operates~~operated three full-service branches, a loan production office and a mortgage office in the Cincinnati market.

We have also focused on organic growth, improving the reach of our franchise and the breadth of our product offering. ~~As part of this strategy, we have opened fourteen de novo branches since 2005, all of which were in the greater Pittsburgh area.~~

In the first quarter of 2022, we entered the equipment leasing and finance business with a division based in the suburban Philadelphia area.

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Our operating objectives include expansion, diversification within our markets, growth of our fee-based income, and growth organically and through acquisitions of financial institutions, branches, and financial services businesses. We generally seek merger or acquisition partners that are culturally similar, have experienced management and possess either significant market presence or have potential for improved profitability through financial management, economies of scale and expanded services. We regularly evaluate merger and acquisition opportunities and, from time to time, conduct due diligence activities related to possible transactions with other financial institutions and financial services companies. As a result, merger or acquisition discussions and, in some cases, negotiations, may take place and future merger acquisitions involving cash, debt or equity securities may occur. Acquisitions typically involve the payment of a premium over book and market values, and, therefore, some dilution of First Commonwealth’s tangible book value and net income per common share may occur in connection with any future transaction. Our ability to engage in certain merger or acquisition transactions, whether or not any regulatory approval is required, will be dependent upon our bank regulators’ views at the time as to our capital levels, quality of management and our overall condition and their assessment of a variety of other factors. Certain merger or acquisition transactions, including those involving the acquisition of a depository institution or the assumption of the deposits of any depository institution, require formal approval from various bank regulatory authorities, which will be subject to a variety of factors and considerations.

Loan Portfolio

The Company’s loan portfolio includes several categories of loans that are discussed in detail below.

Commercial, Financial, Agricultural and Other

Commercial, financial, agricultural and other loans represent term loans used to acquire business assets or revolving lines of credit used to finance working capital. These loans are generally secured by a first lien position on the borrower’s business assets as a secondary source of repayment. The type and amount of the collateral varies depending on the amount and terms of the loan, but generally may include accounts receivable, inventory, equipment or other assets. Loans also may be supported by personal guarantees from the principals of the commercial loan borrowers.

Commercial loans are underwritten for credit-worthiness based on the borrowers’ financial information, cash flow, net worth, prior loan performance, existing debt levels, type of business and the industry in which it operates. Advance rates on commercial loans are generally collateral-dependent and are determined based on the type of equipment, the mix of inventory and the quality of receivables.

Credit risk for commercial loans can arise from a borrower’s inability or unwillingness to repay the loan, and in the case of secured loans, from a shortfall in the collateral value in relation to the outstanding loan balance in the event of a default and subsequent liquidation of collateral. The Company’s Credit Policy establishes loan concentration limits by borrower, geography and industry.

Commercial Real Estate

Commercial real estate loans represent term loans secured by owner-occupied and non-owner occupied properties. Commercial real estate loans are underwritten based on an evaluation of each borrower’s cash flow as the principal source of loan repayment, and are generally secured by a first lien on the property as a secondary source of repayment. Our underwriting process for non-owner occupied properties evaluates the history of occupancy, quality of tenants, lease terms, operating expenses and cash flow. Commercial real estate loans are subject to the same credit evaluation as previously described for commercial loans. Approximately 2324%, by principal amount, of our commercial real estate loans involve owner-occupied properties.

For loans secured by commercial real estate, at origination the Company obtains current and independent appraisals from licensed or certified appraisers to assess the value of the underlying collateral. The Company’s general policy for commercial real estate loans is to limit the terms of the loans to not more than seven years with loan-to-value ratios not exceeding 80% on owner-occupied and income producing properties. For non-owner occupied commercial real estate loans, the loan terms are generally aligned with the property’s lease terms and are generally underwritten with a loan-to-value ratio not exceeding 75%.

Credit risk for commercial real estate loans can arise from economic conditions that could impact market demand, rental rates, ~~and~~ property vacancy rates and declines in the collateral value in relation to the outstanding loan balance in the event of a default and subsequent liquidation of collateral.

Real Estate Construction

Real estate construction represents financing for real estate development. The underwriting process for these loans is designed to confirm that the project will be economically feasible and financially viable upon completion and is generally conducted as

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though the Company would be providing permanent financing for the project. Development and construction loans are secured by the properties under development or construction, and personal guarantees are typically obtained as a secondary repayment source. The Company considers the financial condition and reputation of the borrower and any guarantors and generally requires a global cash flow analysis in order to assess the overall financial position of the developer.

Construction loans to residential builders are generally made for the construction of residential homes for which a binding sales contract exists and for which the prospective buyers have been pre-qualified for permanent mortgage financing by either third-party lenders or the Company. These loans are generally for a period of time sufficient to complete construction.

Residential construction loans to individuals generally provide for the payment of interest only during the construction phase. At the end of the construction phase, substantially all of our loans automatically convert to permanent mortgage loans and can either be retained in our loan portfolio or sold on the secondary market.

Credit risk for real estate construction loans can arise from construction delays, cost overruns, failure of the contractor to complete the project to specifications and economic conditions that could impact demand for or supply of the property being constructed.

Residential Real Estate

Residential real estate loans include first lien mortgages used by the borrower to purchase or refinance a principal residence and home equity loans and lines of credit secured by residential real estate. The Company’s underwriting process for these loans determines credit-worthiness based upon debt-to-income ratios, collateral values and other relevant factors.

Credit risk for residential real estate loans can arise from a borrower’s inability or unwillingness to repay the loan or a shortfall in the value of the residential real estate in relation to the outstanding loan balance in the event of a default and subsequent liquidation of the real estate collateral.

The residential real estate portfolio includes both conforming and non-conforming mortgage loans. Conforming mortgage loans represent loans originated in accordance with underwriting standards set forth by the government-sponsored entities, including the Federal National Mortgage Association, the Federal Home Loan Mortgage Corporation and the Government National Mortgage Association, which serve as the primary purchasers of loans sold in the secondary mortgage market by mortgage lenders. These loans are generally collateralized by one-to-four-family residential real estate, have loan-to-collateral value ratios of 80% or less (or have mortgage insurance to insure down to 80%), and are made to borrowers in good credit standing. Non-conforming mortgage loans represent loans that generally are not saleable in the secondary market to the government-sponsored entities due to factors such as the credit characteristics of the borrower, the underlying documentation, the loan-to-value ratio, or the size of the loan. The Company does not offer “subprime,” “interest-only” or “negative amortization” mortgages.

Home equity lines of credit and other home equity loans are originated by the Company for typically up to 90% of the appraised value, less the amount of any existing prior liens on the property. Additionally, the Company’s credit policy requires borrower FICO scores of not less than 680 and a debt-to-income ratio of not more than 45%.

Loans to Individuals

The loans to individuals category includes consumer installment loans, personal lines of credit, consumer credit cards and indirect automobile and recreational vehicle loans. Credit risk for consumer loans can arise from a borrower’s inability or unwillingness to repay the loan, and in the case of secured loans, by a shortfall in the value of the collateral in relation to the outstanding loan balance in the event of a default and subsequent liquidation of collateral.

The underwriting criteria for automobile loans generally allows for such loans to be made for up to 100% of the purchase price or the retail value of the vehicle as listed by the National Automobile Dealers Association. The terms of the loan are determined by the age and condition of the collateral, and range from 36 to 84 months. Collision insurance policies are required on all automobile loans. The Company also makes other consumer loans, which may or may not be secured. The terms of secured consumer loans generally depend upon the nature of the underlying collateral. Unsecured consumer loans and consumer credit cards usually do not exceed $25 thousand. Unsecured consumer loans usually have a term of no longer than 36 months.

Deposits

Deposits are our primary source of funds to support our revenue-generating assets. We offer traditional deposit products to businesses and other customers with a variety of rates and terms. Deposits at our bank are insured by the Federal Deposit Insurance Corporation (the "FDIC") up to statutory limits. We price our deposit products with a view to maximizing our share of each customer’s financial services business and prudently managing our cost of funds. At December 31, ~~2024~~2025, we held $910.73 billion of total deposits, which consisted of $2.24 billion, or 23%, in non-interest bearing checking accounts, $56.70 billion, or

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59%, in interest-bearing checking accounts, money market and savings accounts, and $1.8 billion, or 18%, in CDs and IRAs. At December 31, ~~2024~~2025, uninsured deposits totaled 2729% of the total deposit portfolio.

Competition

The banking and financial services industry is extremely competitive in our market area. We face vigorous competition for customers, loans and deposits from many companies, including commercial banks, savings and loan associations, finance companies, credit unions, trust companies, mortgage companies, money market mutual funds, insurance companies, and brokerage and investment firms. Many of these competitors are significantly larger than us, have greater resources, higher lending limits and larger branch systems and offer a wider array of financial services than us. In addition, some of these competitors, such as credit unions, are subject to a lesser degree of regulation or taxation than banks.

Human Capital Resources

Workforce Composition and Demographics

At December 31, ~~2024~~2025, First Commonwealth and its subsidiaries employed 1,~~485~~522 full-time employees and 6055 part-time employees with ~~707~~741 exempt and ~~838~~836 non-exempt employees. The average age of the workforce is 4344.93 years and the average tenure is 78.90 years. Our workforce is 6765% female. ~~Approximately 29% of our workforce is telecommuting.~~

Supporting Inclusion

First Commonwealth ~~values~~fosters ~~the~~an ~~perspectives~~inclusive ofculture ~~every~~by ~~one~~valuing ofthe ~~our~~diverse ~~employees, and embraces people with different~~ backgrounds, life experiences, perspectives, points of view, talents and capabilities of our employees.

ASenior ~~senior~~leadership, ~~officer~~in ~~has~~collaboration ~~overall~~with ~~responsibility~~our ~~for~~Regional ~~creating~~Community aImpact ~~culture~~Officers ~~that~~and ~~values~~Community ~~all~~Engagement ~~employees~~Manager, ~~and~~play ~~works~~key ~~closely~~roles ~~with~~in ~~our~~ensuring ~~Regional~~the ~~Community~~culture ~~Reinvestment~~thrives. ~~Act~~They ~~Officers~~strengthen ~~and~~connections ~~Community~~between ~~Engagement~~the ~~Manager~~Company toand ~~deepen~~communities ~~the~~it ~~connections~~serves, ~~with~~reinforcing ~~our~~commitment ~~company~~to ~~and~~both ~~communities~~employees' ~~across~~well-being ~~our~~and ~~footprint~~meaningful community engagement.

As of December 31, ~~2024~~2025, people of color comprised 8.9.4% of our workforce. People of color and women comprised 4.34% and 5048.38%, respectively, of those in leadership positions (defined by corporate title Assistant Vice President and higher). Women, including one person of color, hold ~~four~~three seats on our Board of Directors.

Talent Attraction and Retention

Our employees are key to the success of delivering our mission as an organization and achieving our financial targets. We are committed to attracting, retaining and promoting top quality talent regardless of race, color, religion, ~~gender,~~sex (including sexual orientation and pregnancy), national origin, age, disability, marital status, military status, genetic information or any other category protected by federal, state and local laws. We strive to identify and select the best candidates for all open positions based on qualifying factors for each job. We are dedicated to providing a workplace environment and culture for our employees that is inclusive, supportive, and free of any form of discrimination or harassment; rewarding and recognizing our employees based on their individual results and performance; and recognizing and respecting all of the characteristics and differences that make each of our employees unique.

Talent Development

Guided by executive leadership, our Strategic and Inspired Leadership ("SAIL") program serves to strengthen our strategic focus and leadership culture through opportunities for information sharing, collaboration, and learning. Approximately ~~225~~260 senior and sales leaders participate in ~~three to four~~ forums and ~~two~~ regional ~~“musters” (or~~ meetings) ~~each~~throughout the year ~~that~~focused ~~focus~~ on topics ~~such~~like as our strategic ~~and operating plans~~plan, recruiting and retaining talent, leadership development, ~~employee engagement~~ and ~~development~~employee ~~opportunities~~engagement. We ~~also~~In ~~hold~~2025, anwe ~~annual~~held a strategic retreat, where all SAIL leaders ~~come~~came together for leadership sessions, presentations, and networking. ~~Our SAIL program provides opportunities for information sharing, collaboration, and learning.~~

Since 2009, we have supported a mentorship program that is open to all employees. The program provides 1:1 mentorship pairings, group development sessions, along with networking and volunteer opportunities. In ~~2024~~2025, a total of ~~144~~286 participants participated in the program, including ~~104~~189 women and 1027 people of color.

Within our retail unit, we provide training for entry-level employees to help them achieve success in their role and prepare them for positions of increased opportunity. Leaders are given industry-specific training as well as development opportunities to understand their strengths and improve coaching and execution skills. We invested in the talent development of 3334 employees through attendance at banking schools and 2848 employees through attendance at banking conferences. Lastly, we invest in an established, industry-specific ~~and developmental training~~ course library from which all employees benefit.

Our talent ~~acquisition~~strategy ~~priority~~prioritizes isfostering ~~to foster~~ the development of internal talent and toproviding ~~provide~~ career advancement opportunities to our employees. In ~~2024~~2025, we promoted ~~135~~202 employees, of whom 7166% were female and 57% were self-identified people of color.

WeOur ~~listen~~employment toturnover ~~our~~for ~~employees~~2025 ~~through~~was ~~market visits~~25.9%, ~~executive~~which ~~forums~~was ~~and~~an ~~our~~increase ~~annual~~of ~~employee engagement survey~~2. ~~In 2024, 84~~5% offrom ~~our~~2024 ~~employees~~and ~~completed~~is within the ~~annual~~range ~~survey. Our~~of ~~overall~~what ~~rating~~we ~~was~~have ~~aligned~~historically ~~with the financial services industry and~~ experienced.

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exceeded all companies that utilize our survey provider in the USA. The survey reflected that employees have fulfillment in working for a community bank and making a difference. They are satisfied with their jobs and First Commonwealth as a whole.

Our employment turnover for 2024 was calculated at 23.4%, which was a reduction of 5.2% from 2023 and is generally aligned with industry benchmarks.

Compensation and Benefits

At First Commonwealth, we ~~believe~~seek ~~that~~ to achieve our vision of building financial confidence for our customers, developing the most customer-focused team in our markets, supporting our communities, and delivering long-term value to our shareholders by becoming the top performing bank within our region, we must attract, develop, retain and reward the most talented financial professionals in our markets. To do so, we leverage a total rewards strategy that leverages cash and non-cash components. The compensation components of First Commonwealth’s total rewards are designed to provide competitive pay that aligns with individual and company performance as well as stakeholder interests.

Employee benefits plans support employees with insurance, retirement and work/life plans. Our health plan is structured with a tiered premium approach in which 2826% of plan participants are in the lowest tier and pay a lower monthly premium than the other two higher paying tiers. Our 401k plan offers an employer match on employee contributions of up to ~~4% of eligible earnings which will change to up to~~ 5% of eligible earnings starting in January 2025. We offer a variety of other benefits, including employer paid life insurance and disability plans, a generous paid-time off policy and a wide array of voluntary plan options.

Health and Safety

We continue to prioritize the safety and well-being of our employees, customers, partners and communities through healthy workplace practices and consistent communication reminders and updates.

We support our employees by offering several resources. An employee assistance program connects employees with resources to help them in certain life situations, such as personal counselling, legal services, and adoption.

We partner with a wellness vendor to provide our healthcare members with personal access to their own Health Advisor to coordinate care, and to have free access to nutrition counseling, fitness and financial coaching, mental and emotional health specialists, and condition management services. They receive healthy living emails and resources with helpful wellness tips, success stories, and inspirations to guide them on their own wellness journeys. A Concierge Care program is available to help healthcare members navigate the complexities of healthcare. They work to coordinate care needs with doctors, caregivers and pharmacists. We also offer an interest-free advance up to the healthcare member's deductible and out-of-pocket limits with payroll deduction payback options.

We offer a paid maternity leave benefit that provides ten weeks and our paid parental leave that provides three weeks of fully paid leave for full -time employees with more than one year of service. We also provide a structure for employees with less tenure and for part -time employees. In addition to providing the paid maternity leave for birth mothers, the parental leave is extended to biological, foster, or adoptive mothers or fathers; legal spouses or domestic partners of the birth, foster, or adoptive parent; or appointed legal guardians.

Lastly, our employees support each other through Hearts2Hands, an employee-funded program that provides financial assistance to employees who experience hardships.

Culture and Engagement

~~The~~Our ~~soul~~mission ~~of our culture~~ is ~~our mission~~ to improve the financial lives of our neighbors and their businesses. WeThis ~~believe~~mission ~~that~~is ~~the~~supported ~~type~~by ~~of employees who can help us be successful in that mission have~~ five core values: accountability, customer focus, integrity, excellence and inclusion. We have additional leadership points that help define how the leaders of our company will lead us forward. We practice a Customer Service Promise of five critical behaviors that we encourage every one of our employees to demonstrate at every customer interaction – internal or external – with the intent of creating an extraordinary customer experience, as measured by our customer satisfaction scores. In ~~2024~~2025, we ~~achieved~~sustained ~~all~~industry ~~time~~ high scores in both Customer Satisfaction Score (9291.3) and Net Promoter Score (71.3), exceeding our own targets and industry standards.

We listen and learn from our employees through our annual employee engagement survey. In ~~2024~~2025, we82.5% ~~introduced~~of ~~two~~our ~~new~~employees ~~voice-of-employee~~completed the annual engagement survey. Our overall rating was aligned with the financial services industry and exceeded all companies that utilize our survey provider in the USA. The survey reflected that employees have fulfillment in working for a community bank and making a difference. They are satisfied with their jobs and First Commonwealth as a whole. We also have two feedback channels, called “Better” and “Better Together”, ~~which~~that ~~give~~are ~~employees~~always aavailable ~~way~~for employees to ~~voice~~share ~~their~~feedback ~~ideas~~through. ~~for~~These ~~helping~~channels usencourage ~~make~~employees ~~improvements~~to ~~with~~submit ~~the~~any ~~way~~suggestions wethat dothey ~~things~~have ~~and~~for ~~the~~things ~~way~~ we ~~work~~could ~~together~~be todoing ~~get~~better ~~even~~or ~~better~~ways ~~for~~we ~~each~~could ~~other~~be ~~and~~working ~~our~~better ~~customers~~together between departments. WeIn 2025, we received ~~more~~221 ~~than~~Better ~~360~~submissions ~~idea~~and 22 Better Together submissions, ~~from~~all ~~our~~of ~~employees~~which ~~through~~were ~~these~~addressed ~~channels~~or inacted ~~2024~~upon to make us better.

While we teach and practice the cultural belief of working to get better every day, we recognize that there is great value when our achievements are recognized. We are proud of the many recognitions that we were selected for in ~~2024~~2025, including top workplace in the Pittsburgh region for the ~~sixth~~seventh consecutive year, a top ~~workplace~~SBA ~~nationally~~lender ~~for~~in ~~the~~all ~~first~~of ~~time~~our regions, ~~receiving~~and aS&P ~~Greenwich~~Global ~~Excellence~~Top in50 ~~Small~~Public ~~Business~~Banks ~~Award~~> $10B and ~~ranking~~Forbes' aslists aof ~~top~~Best ~~SBA~~in ~~lender~~State inbanks ~~all~~and ofAmerica's ~~our~~Best ~~marketplaces~~Banks.

In 2025, First Commonwealth supported our communities with more than $2.1 million in community giving. More than 43% of that giving is Community Reinvestment Act ("CRA") eligible, which means that it is directed to low to moderate income communities where we anticipate it is needed the most.

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InWe ~~2024,~~provide ~~First~~corporate ~~Commonwealth~~support ~~supported~~for ~~our~~the ~~communities~~United Way, including an employee campaign with ~~more~~a ~~than~~dollar-for-dollar $2company match.0 ~~million~~In in2025, ~~community~~we ~~giving.~~set ~~More~~a ~~than~~stretch ~~50%~~goal of ~~that~~raising ~~giving~~$100,000 isin ~~Community~~employee ~~Reinvestment~~donations ~~Act~~and ~~("CRA")~~we ~~eligible,~~exceeded ~~which~~that ~~means~~goal. ~~that~~When itcombined iswith ~~directed~~the tobank’s ~~low~~match, toa ~~moderate~~total ~~income~~of ~~communities~~$201,894 ~~where~~was wedonated ~~anticipate~~to itlocal isUnited ~~needed~~Way ~~the~~agencies ~~most~~throughout our footprint.

Our employees volunteered for more than ~~16,755~~18 thousand service hours in ~~2024~~2025, which isincludes a 23record-high 1,269 financial education hours, a 191% increase ~~from~~over ~~the~~2024, ~~prior~~with ~~year~~92% of those hours being CRA eligible. ~~Our~~We ~~employees~~are also ~~participated~~proud into ~~435~~host financial education ~~hours~~programs ~~with~~for ~~56%~~our ofemployees ~~those~~through ~~hours~~our ~~reaching~~Confidence ~~our~~Cash ~~neighbors~~program, now in ~~low-~~its 8th year, where employees receive a chance to~~-moderate~~ ~~income~~win ~~communities~~randomly selected cash prizes when they complete financial education session. In 2025, we had 567 employees participate, which is aan 6% increase of 5% over ~~2023~~2024.

The year 2024 was the second year for our Community Commitment Hours program, which allows for eight hours of paid time off that employees can use toward eligible volunteer opportunities. We had ~~177~~206 of our employees use ~~991~~1,146.75 Community Commitment hours, aan 2318% increase over ~~2023~~2024.

To recognize employees who go above and beyond in their volunteerism and community engagement, we present a quarterly “Golden Tower” award which includes $1,000 for the recipient to give to a charitable organization of their choice.

We provide corporate support for the United Way, including an employee campaign that exceeded our 2024 goal with employee contributions of $93,385. With the company match, a total of $190,000 was donated to United Way chapters throughout our footprint.

Supervision and Regulation

The following discussion sets forth the material elements of the regulatory framework applicable to financial holding companies, such as First Commonwealth, and their subsidiaries. The regulatory framework is intended primarily for the protection of depositors, other customers and the federal deposit insurance fund and not for the protection of security holders. The rules governing the regulation of financial institutions and their holding companies are very detailed and technical. Accordingly, the following discussion is general in nature and is not intended to be complete or to describe all the laws and regulations that apply to First Commonwealth and its subsidiaries. A change in applicable statutes, regulations or regulatory policies may have a material adverse effect on our business, financial condition or results of operations.

Bank Holding Company Regulation

First Commonwealth is registered as a financial holding company under the Bank Holding Company Act of 1956, as amended (the “BHC Act”), and is subject to supervision and regulation by the Board of Governors of the Federal Reserve System (the “FRB”).

Acquisitions. Under the BHC Act, First Commonwealth is required to obtain the prior approval of the FRB before it can merge or consolidate with any other bank holding company or acquire all or substantially all of the assets of any bank that is not already majority owned by it, or acquire direct or indirect ownership, or control of, any voting shares of any bank that is not already majority owned by it, if after such acquisition it would directly or indirectly own or control more than 5% of the voting shares of such bank. In reviewing applications seeking approval of merger and acquisition transactions, the bank regulatory authorities will consider, among other things, the competitive effect and public benefits of the transactions, the financial (including capital) position of the combined organization, the risks to the stability of the U.S. banking or financial system, the applicant's performance record under CRA and its compliance with fair housing and other consumer protection laws and the effectiveness of the subject organizations in combating money laundering activities.

Banking Holding Company Activities. In general, the BHC Act limits the business of bank holding companies to banking, managing or controlling banks and other activities that the FRB has determined to be so closely related to banking as to be a proper incident thereto. In addition, bank holding companies that qualify and elect to be financial holding companies, such as First Commonwealth, may engage in any activity, or acquire and retain the shares of a company engaged in any activity, that is either (i) financial in nature or incidental to such financial activity or (ii) complementary to a financial activity and does not pose a substantial risk to the safety and soundness of depository institutions or the financial system generally, without in either case the prior approval of the FRB. Activities that are financial in nature include securities underwriting and dealing, insurance agency activities and making merchant banking investments.

To maintain financial holding company status, a financial holding company and all of its depository institution subsidiaries must be well capitalized and well managed. A depository institution subsidiary is considered to be well capitalized if it satisfies the requirements for this status discussed in the section below captioned "Prompt Corrective Action." A depository institution subsidiary is considered well managed if it received a composite rating and management rating of at least satisfactory in its most recent examination. A financial holding company’s status will also depend upon maintaining its status as well capitalized and well managed under applicable FRB regulations. If a financial holding company ceases to meet these capital and management requirements, the FRB’s regulations provide that the financial holding company must enter into an agreement with the FRB to comply with all applicable capital and management requirements. Until the financial holding company returns to compliance, the FRB may impose limitations or conditions on the conduct of its activities, and the company may not commence any of the broader financial activities permissible for financial holding companies or acquire a company engaged in such financial activities without prior approval of the FRB. If the company does not return to compliance within 180 days, the FRB may require divestiture of the holding company’s depository institutions.

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financial activities without prior approval of the FRB. If the company does not return to compliance within 180 days, the FRB may require divestiture of the holding company’s depository institutions.

In order for a financial holding company to commence any new activity permitted by the BHC Act or to acquire a company engaged in any new activity permitted by the BHC Act, each insured depository institution subsidiary of the financial holding company must have received a rating of at least satisfactory in its most recent CRA performance evaluation.

The FRB has the power to order any bank holding company or its subsidiaries to terminate any activity or to terminate its ownership or control of any subsidiary when the FRB has reasonable grounds to believe that continuation of such activity or such ownership or control constitutes a serious risk to the financial soundness, safety or stability of any bank subsidiary of the bank holding company.

Reporting. Under the BHC Act, First Commonwealth is subject to examination by the FRB and is required to file periodic reports and other information of its operations with the FRB.

Source of Strength Doctrine. FRB policy and federal law require bank holding companies to act as a source of financial and managerial strength to their subsidiary banks. First Commonwealth is expected to commit resources to support FCB, including at times when First Commonwealth may not be in a financial position to provide such resources. Any capital loans by a bank holding company to any of its subsidiary banks are subordinate in right of payment to deposits and to certain other indebtedness of such subsidiary banks. In the event of a bank holding company’s bankruptcy, any commitment by the bank holding company to a federal bank regulatory agency to maintain the capital of a subsidiary bank will be assumed by the bankruptcy trustee and entitled to priority of payment.

Affiliate Transactions. Transactions between FCB, on the one hand, and First Commonwealth Financial Corporation and its other subsidiaries, on the other hand, are regulated under federal banking laws. The Federal Reserve Act imposes quantitative and qualitative requirements and collateral requirements on covered transactions by FCB with, or for the benefit of, its affiliates, and generally requires those transactions to be on terms at least as favorable to FCB as if the transaction were conducted with an unaffiliated third party. Covered transactions are defined by statute to include a loan or extension of credit, as well as a purchase of securities issued by an affiliate, a purchase of assets (unless otherwise exempted by the FRB) from the affiliate, certain derivative transactions that create a credit exposure to an affiliate, the acceptance of securities issued by the affiliate as collateral for a loan, and the issuance of a guarantee, acceptance or letter of credit on behalf of an affiliate. In general, any such transaction by FCB (or its subsidiaries) must be limited to certain thresholds on an individual and aggregate basis and, for credit transactions with any affiliate, must be secured by designated amounts of specified collateral.

SEC Regulations. First Commonwealth is also under the jurisdiction of the Securities and Exchange Commission (“SEC”) and various state securities commissions for matters relating to the offer and sale of its securities and is subject to the SEC rules and regulations relating to periodic reporting, proxy solicitation and insider trading.

Bank Regulation

FCB is a state bank chartered under the Pennsylvania Banking Code and is not a member of the FRB. As such, FCB is subject to the supervision of, and is regularly examined by, both the FDIC and the Pennsylvania Department of Banking and Securities and is required to furnish quarterly reports to both agencies. The approval of the Pennsylvania Department of Banking and Securities and the FDIC is also required for FCB to establish additional branch offices or merge with or acquire another banking institution.

Dividends. First Commonwealth is a legal entity separate and distinct from its banking and other subsidiaries. As a bank holding company, First Commonwealth is subject to certain restrictions on its ability to pay dividends under applicable banking laws and regulations. Federal bank regulators are authorized to determine under certain circumstances relating to the financial condition of a bank holding company or a bank that the payment of dividends would be an unsafe or unsound practice and to prohibit payment thereof. In particular, federal bank regulators have stated that paying dividends that deplete a banking organization’s capital base to an inadequate level would be an unsafe and unsound banking practice and that banking organizations should generally pay dividends only out of current operating earnings.

A significant portion of our income comes from dividends from our bank, which is also the primary source of our liquidity. In addition to the restrictions discussed above, our bank is subject to limitations under Pennsylvania law regarding the level of dividends that it may pay to us. In general, dividends may be declared and paid only out of accumulated net earnings and may not be declared or paid unless surplus is at least equal to capital. Dividends may not reduce surplus without the prior consent of the Pennsylvania Department of Banking and Securities. FCB has not reduced its surplus through the payment of dividends. As of December 31, ~~2024~~2025, FCB could pay dividends to First Commonwealth of $~~333~~348.0 million without reducing its capital levels below "well capitalized" levels and without the approval of the Pennsylvania Department of Banking and Securities.

Community Reinvestment. Under CRA a bank has a continuing and affirmative obligation, consistent with its safe and sound operation, to help meet the credit needs of its entire community, including low and moderate income neighborhoods. The CRA does not establish specific lending requirements or programs for financial institutions nor does it limit an institution’s discretion

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~~Community Reinvestment. Under CRA a bank has a continuing and affirmative obligation, consistent with its safe and sound operation,~~ to help meet the credit needs of its entire community, including low and moderate income neighborhoods. The CRA does not establish specific lending requirements or programs for financial institutions nor does it limit an institution’s discretion to develop the types of products and services that it believes are best suited to its particular community, consistent with the CRA. The CRA requires the applicable regulatory agency to assess an institution’s record of meeting the credit needs of its community. The CRA requires public disclosure of an institution’s CRA rating and requires that the applicable regulatory agency provide a written evaluation of an institution’s CRA performance utilizing a four-tiered descriptive rating system. An institution’s CRA rating is considered in determining whether to grant charters, branches and other deposit facilities, relocations, mergers, consolidations and acquisitions. Performance that is less than satisfactory may be the basis for denying an application. For its most recent performance evaluation, FCB received a “satisfactory” rating.

In October ~~2024~~2023, the Federal Reserve Board, the FDIC and the Office of the Comptroller of the Currency (“OCC”) issued a joint rule to modernize regulations implementing the CRA ("CRA Modernization Rule"). Under the ~~final~~CRA ~~rules~~Modernization Rule, the agencies ~~will~~would ~~evaluate~~have evaluated bank performance across the varied activities they conduct and communities in which they operate. This ~~includes~~included evaluating lending outside traditional assessment areas generated by the growth of non–-branch delivery systems, such as online and mobile banking, branchless banking, and hybrid models. The ~~final~~CRA ~~rule~~Modernization ~~adopts~~Rule adopted a new metrics–-based approach to evaluating bank retail lending and community development financing, using benchmarks based on peer and demographic data., ~~The~~and ~~final~~would ~~rule~~have ~~also~~clarified ~~clarifies~~ eligible CRA activities, such as affordable housing, that are focused on low- and moderate-income, underserved, native, and rural communities. ~~The~~In ~~rule~~March ~~requires~~2024, ~~large~~the ~~banks~~U.S. ~~(including~~District ~~FCB)~~Court tofor ~~comply~~the ~~with~~Northern ~~new~~District ~~and~~of ~~expanded~~Texas ~~data~~issued ~~gathering~~an ~~and~~order ~~reporting~~enjoining ~~requirements~~the Federal banking agencies from enforcing the CRA Modernization Rule. ~~Most~~In ofJuly 2025, the ~~requirements~~Federal ofbanking ~~the~~agencies ~~final~~issued a joint rule ~~take~~proposing ~~effect~~to ~~January~~rescind 1,the ~~2026,~~CRA ~~while~~Modernization ~~the~~Rule ~~data~~and ~~requirements~~replace ~~will~~it ~~take~~with ~~effect~~the ~~January~~prior 1,CRA ~~2027.~~regulations Wethat ~~are~~were ~~continuing~~originally toadopted ~~evaluate~~by the ~~potential~~agencies ~~impact~~in of1995. Pending the ~~new~~rescission ~~rule~~of tothe ~~our~~CRA ~~business,~~Modernization ~~financial condition~~Rule, ~~and~~the ~~results~~Federal ofbanking ~~operations,~~agencies ~~which~~are ~~cannot~~evaluating beCRA ~~predicted~~performance atunder ~~this~~the ~~time~~1995 rules.

Consumer Financial Protection. We are subject to a number of federal and state consumer protection laws that extensively govern our relationship with our customers. These laws include the Equal Credit Opportunity Act, the Fair Credit Reporting Act, the Truth in Lending Act, the Truth in Savings Act, the Electronic Fund Transfer Act, the Expedited Funds Availability Act, the Home Mortgage Disclosure Act, the Fair Housing Act, the Real Estate Settlement Procedures Act, the Fair Debt Collection Practices Act, the Service Members Civil Relief Act and these laws’ respective state-law counterparts, as well as state usury laws and laws regarding unfair and deceptive acts and practices. These and other federal laws, among other things, require disclosures of the cost of credit and terms of deposit accounts, provide substantive consumer rights, prohibit discrimination in credit transactions, regulate the use of credit report information, provide financial privacy protections, prohibit unfair, deceptive and abusive practices, restrict our ability to raise interest rates and subject us to substantial regulatory oversight. Violations of applicable consumer protection laws can result in significant potential liability from litigation brought by customers, including actual damages, restitution and attorneys’ fees. Federal bank regulators, state attorneys general and state and local consumer protection agencies may also seek to enforce consumer protection requirements and obtain these and other remedies, including regulatory sanctions, customer rescission rights, action by the state and local attorneys general in each jurisdiction in which we operate and civil money penalties. Failure to comply with consumer protection requirements may also result in our failure to obtain any required bank regulatory approval for merger or acquisition transactions that we may wish to pursue or our prohibition from engaging in such transactions even if approval is not required.

The Consumer Financial Protection Bureau ("CFPB") has broad rulemaking, supervisory and enforcement powers under various federal consumer financial protection laws. Although all institutions are subject to rules adopted by the CFPB and examination by the CFPB in conjunction with examinations by the institution’s primary federal regulator, the CFPB has primary examination and enforcement authority over institutions with assets of $10 billion or more, including FCB. State authorities are responsible for monitoring our compliance with all state consumer laws. The CFPB has broad rulemaking authority for a wide range of consumer financial laws that apply to all banks, including, among other things, laws relating to fair lending and the authority to prohibit “unfair, deceptive or abusive” acts and practices. Abusive acts or practices are defined as those that materially interfere with a consumer’s ability to understand a term or condition of a consumer financial product or service or take unreasonable advantage of a consumer’s (i) lack of financial savvy, (ii) inability to protect himself or herself in the selection or use of consumer financial products or services, or (iii) reasonable reliance on a covered entity to act in the consumer’s interests. The CFPB can issue cease-and-desist orders against banks and other entities that violate consumer financial laws. The CFPB may also institute a civil action against an entity in violation of federal consumer financial law in order to impose a civil penalty or injunction. The CFPB has examination and enforcement authority over all banks with more than $10 billion in assets, as well as their affiliates. Banking regulators take into account compliance with consumer protection laws when considering approval of a proposed transaction.

In October 2024, the CFPB issued a final rule implementing Section 1033 of the Dodd-Frank Act that ~~will~~would ~~require~~have required a provider of payment accounts or products, such as a bank, to make data available to consumers upon request regarding the products or services they obtain from the provider. ~~Any~~The ~~such~~rule ~~data~~was ~~provider~~intended ~~will~~to ~~also~~give ~~have~~consumers tocontrol ~~make~~over ~~such~~their financial data, ~~available~~including towith ~~third~~whom ~~parties~~it is shared, ~~with~~and encourage competition in the provision of consumer’s ~~express~~financial ~~authorization~~products ~~and~~or ~~through~~services. anFCB ~~interface~~would ~~that~~have ~~satisfies~~been ~~formatting,~~required ~~performance~~to ~~and~~comply ~~security~~with ~~standards,~~this ~~for~~rule ~~the~~beginning ~~purpose~~April of1, ~~such~~2027. In ~~third~~July ~~parties~~2025, ~~providing~~at the ~~consumer~~request ~~with~~of ~~financial~~the ~~products~~CFPB, orthe ~~services~~U.S. ~~requested~~District byCourt for the ~~consumer.~~Eastern ~~Data~~District ~~that~~of ~~must~~Kentucky beissued ~~made~~an ~~available~~order ~~under~~staying compliance with the rule. In ~~will~~September 2025, the

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~~include~~CFPB ~~transaction~~published ~~information,~~an ~~account~~advanced ~~balance,~~notice ~~account~~of ~~and~~proposed ~~routing~~rulemaking ~~numbers,~~seeking ~~terms~~public ~~and~~comments conditions, upcoming bill information, and certain account verification data. The rule is intended to give consumers control over their financial data, including with whom it is shared, and encourage competition in ~~the~~anticipation ~~provision~~ of ~~consumer~~adopting ~~financial~~new ~~products~~rules ~~or services. FCB will be required~~ to ~~comply~~implement ~~with~~Section ~~this rule beginning April 1, 2027~~1033.

In December 2024, the CFPB issued a final rule that classified overdrafts as extensions of credit for purposes of the Truth in Lending Act and its implementing regulations (Regulation Z) for banks, including FCB, with total assets greater than $10 billion. The final rule ~~defines~~defined overdraft credit as generally including consumer credit extended by a financial institution to pay a transaction from a checking or other transaction account (other than a prepaid account) held at the financial institution when the consumer has insufficient or unavailable funds in that account. The final rule ~~requires~~would have required that extensions of overdraft credit adhere to consumer protections required of similarly situated products, unless the overdraft fee is at or below the institution's costs and losses as determined by (i) calculating its own costs and losses using a standard set forth in the rule; or (ii) relying on a benchmark flat fee of five dollars. AnIn ~~overdraft~~May ~~that incurs charges that exceed costs and losses will become a covered overdraft credit and subject to Regulation Z which requires that lenders disclose borrowing costs~~2025, ~~interest~~Congress ~~rates~~rescinded ~~and fees upfront and in clear language so consumers can understand all~~ the terms and make informed decisions. Furthermore, covered overdraft credit extensions must be put in a credit account and may not be structured as a negative balance on a checking or other transaction account. A coalition of trade groups and three banks have filed a lawsuit challenging the rule ~~seeking~~pursuant ato ~~declaration that~~ the ~~overdraft~~Congressional ~~rule~~Review ~~violates the Administrative Procedures~~ Act ~~and Truth in Lending Act and injunctive relief~~. ~~The rule is currently scheduled to take effect October 1, 2025.~~

Deposit Insurance. Deposits ofat FCB are insured up to applicable limits by the FDIC and are subject to deposit insurance assessments to maintain the Deposit Insurance Fund (“DIF”). Deposit insurance assessments are based upon average total assets minus average total equity. The insurance assessments are based upon a matrix that takes into account a bank’s capital level and supervisory rating. The FDIC may terminate deposit insurance upon a finding that the institution has engaged in unsafe and unsound practices, is in an unsafe or unsound condition to continue operations, or has violated any applicable law, regulation, rule, order or condition imposed by the FDIC. Having crossed the $10 billion asset threshold in 2023, beginning in 2024 our assessment rates are calculated using a scorecard that combines the supervisory risk ratings of the institution with certain forward-looking financial measures. These assessment rates are subject to adjustments based upon the insured depository institution’s ratio of long-term unsecured debt to the assessment base, its ratio of long-term unsecured debt issued by other insured depository institutions to the assessment base, and its ratio of brokered deposits to the assessment base. However, the adjustments based on the ratio of brokered deposits to the assessment base will not apply so long as the institution is well capitalized and has a composite CAMELS rating of 1 or 2. The CAMELS rating system is a bank rating system where bank supervisory authorities rate institutions according to six factors: capital adequacy, asset quality, management quality, earnings, liquidity and sensitivity to market risk. The FDIC may make additional discretionary assessment rate adjustments.

In October 2022, the FDIC adopted a final rule to increase the initial base deposit insurance assessment rate schedules uniformly by two basis points beginning with the first quarterly assessment period of 2023. The increased assessment is expected to improve the likelihood that the DIF reserve ratio would reach the statutory minimum of 1.35% by the statutory deadline prescribed under the FDIC's amended restoration plan.

In November 2023, the FDIC issued a final rule to implement a special assessment to recover losses to the DIF incurred as a result of several bank failures and the FDIC's use of the systemic risk exception to cover certain deposits that were otherwise uninsured. The special assessment was based on estimated uninsured deposits as of December 31, 2022 (excluding the first $5.0 billion) and assessed at a quarterly rate of 3.36 basis points over eight quarterly assessment periods, beginning in the first quarter of 2024. Under the final rule, the estimated loss pursuant to the systemic risk determination will be periodically adjusted, and the FDIC has retained the ability to cease collection early, extend the special assessment collection period and impose a final shortfall special assessment on a one-time basis. In December 2025, the FDIC proposed lowering the assessment rate for the eighth collection quarter from 3.36 to 2.97 basis points to better match updated loss estimates and avoid overcollection. FCB’s uninsured deposits at December 31, 2022 were $2.1 billion; therefore, we are not subject to the special assessment.

Capital Requirements

First Commonwealth and FCB are each required to comply with applicable capital adequacy standards established by the FRB. The current standards are known as the "Basel III Capital Rules." These rules require First Commonwealth and FCB to maintain the following:

•A minimum ratio of Common Equity Tier 1 (“CET1”) to risk-weighted assets of at least 4.5%, plus a 2.5% “capital conservation buffer” (resulting in a minimum ratio of CET1 to risk-weighted assets of 7.0%);

•A minimum ratio of Tier 1 capital to risk-weighted assets of at least 6.0%, plus the capital conservation buffer (resulting in a minimum Tier 1 capital ratio of 8.5%);

•A minimum ratio of total capital (Tier 1 capital plus Tier 2 capital) to risk-weighted assets of at least 8.0%, plus the capital conservation buffer (resulting in a minimum total capital ratio of 10.5%); and

•A minimum leverage ratio of 4.0%, calculated as the ratio of Tier 1 capital to average consolidated assets as reported on consolidated financial statements (known as the “leverage ratio”).

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•Adiscretionary ~~minimum~~executive ~~leverage~~compensation. ~~ratio~~The severity of ~~4.0%,~~the ~~calculated~~constraints asdepends on the ~~ratio~~amount of ~~Tier~~the 1shortfall ~~capital~~and tothe ~~average~~institution’s ~~consolidated~~“eligible ~~assets~~retained asincome” ~~reported~~(that onis, ~~consolidated~~four ~~financial~~quarter ~~statements~~trailing ~~(known~~net asincome, ~~the~~net ~~“leverage~~of ~~ratio”~~distributions and tax effects not reflected in net income).

Banking institutions that fail to meet the effective minimum ratios once the capital conservation buffer is taken into account, as detailed above, will be subject to constraints on capital distributions, including dividends and share repurchases, and certain discretionary executive compensation. The severity of the constraints depends on the amount of the shortfall and the institution’s “eligible retained income” (that is, four quarter trailing net income, net of distributions and tax effects not reflected in net income).

The Basel III Capital Rules provide for a number of deductions from and adjustments to CET1. These include, for example, the requirement that mortgage servicing rights, deferred tax assets arising from temporary differences that could not be realized through net operating loss carrybacks and significant investments in non-consolidated financial entities be deducted from CET1 to the extent that any one such category exceeds 10% of CET1 or all such categories in the aggregate exceed 15% of CET1. During 2015, First Commonwealth and FCB made a one-time permanent election, as permitted under Basel III Capital Rules, to exclude the effects of accumulated other comprehensive income items for the purposes of determining regulatory capital ratios.

With respect to FCB, the Basel III Capital Rules also revise the “prompt corrective action” regulations pursuant to Section 38 of the Federal Deposit Insurance Act, as discussed below under “Prompt Corrective Action.” The Basel III Capital Rules prescribe a standardized approach for risk weightings that expand the risk-weighting categories from the general risk-based capital rules to a much larger and more risk-sensitive number of categories, depending on the nature of the assets, generally ranging from 0% for U.S. government and agency securities, to 600% for certain equity exposures, and resulting in higher risk weights for a variety of asset categories.

In August 2022, the Inflation Reduction Act of 2022 (the “IRA”) was enacted. Among other things, the IRA imposes a 1% excise tax on the fair market value of stock repurchased after December 31, 2022 by publicly traded U.S. corporations. With certain exceptions, the value of stock repurchased is determined net of stock issued in the year, including shares issued pursuant to compensatory arrangements.

Liquidity Requirements

The Basel III liquidity framework requires banks and bank holding companies to measure their liquidity against specific liquidity tests. One test, referred to as the liquidity coverage ratio (“LCR”), is designed to ensure that the banking entity maintains an adequate level of unencumbered high-quality liquid assets equal to the entity’s expected net cash outflow for a 30-day time horizon (or, if greater, 25% of its expected total cash outflow) under an acute liquidity stress scenario. The other test, referred to as the net stable funding ratio (“NSFR”), is designed to promote more medium- and long-term funding of the assets and activities of banking entities over a one-year time horizon. Rules applicable to certain large banking organizations have been implemented for LCR and proposed for NSFR; however, based on our asset size, these rules do not currently apply to First Commonwealth and FCB.

Prompt Corrective Action

The Federal Deposit Insurance Act, as amended (“FDIA”), requires, among other things, the federal banking agencies to take “prompt corrective action” in respect of depository institutions that do not meet minimum capital requirements. The FDIA includes the following five capital tiers: “well capitalized,” “adequately capitalized,” “undercapitalized,” “significantly undercapitalized” and “critically undercapitalized.” A depository institution’s capital tier will depend upon how its capital levels compare with various relevant capital measures and certain other factors, as established by regulation. The relevant capital measures are the total capital ratio, the CET1 capital ratio (an additional ratio requirement under the Basel III Capital Rules), the Tier 1 capital ratio and the leverage ratio.

A bank will be (i) “well capitalized” if the institution has a total risk-based capital ratio of 10.0% or greater, a CET1 capital ratio of 6.5% or greater, a Tier 1 risk-based capital ratio of 8.0% or greater, and a leverage ratio of 5.0% or greater, and is not subject to any order or written directive by any such regulatory authority to meet and maintain a specific capital level for any capital measure; (ii) “adequately capitalized” if the institution has a total risk-based capital ratio of 8.0% or greater, a CET1 capital ratio of 4.5% or greater, a Tier 1 risk-based capital ratio of 6.0% or greater, and a leverage ratio of 4.0% or greater and is not “well capitalized”; (iii) “undercapitalized” if the institution has a total risk-based capital ratio that is less than 8.0%, a CET1 capital ratio less than 4.5%, a Tier 1 risk-based capital ratio of less than 6.0% or a leverage ratio of less than 4.0%; (iv) “significantly undercapitalized” if the institution has a total risk-based capital ratio of less than 6.0%, a CET1 capital ratio less than 3.0%, a Tier 1 risk-based capital ratio of less than 4.0% or a leverage ratio of less than 3.0%; and (v) “critically undercapitalized” if the institution’s tangible equity is equal to or less than 2.0% of average quarterly tangible assets. An institution may be downgraded to, or deemed to be in, a capital category that is lower than indicated by its capital ratios if it is determined to be in an unsafe or unsound condition or if it receives an unsatisfactory examination rating with respect to certain matters. A bank’s capital category is determined solely for the purpose of applying prompt corrective action regulations, and the capital category may not constitute an accurate representation of the bank’s overall financial condition or prospects for other purposes.

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matters. A bank’s capital category is determined solely for the purpose of applying prompt corrective action regulations, and the capital category may not constitute an accurate representation of the bank’s overall financial condition or prospects for other purposes.

The FDIA generally prohibits a depository institution from making any capital distributions (including payment of a dividend) or paying any management fee to its parent holding company if the depository institution would thereafter be “undercapitalized.” “Undercapitalized” institutions are subject to growth limitations and are required to submit a capital restoration plan. The agencies may not accept such a plan without determining, among other things, that the plan is based on realistic assumptions and is likely to succeed in restoring the depository institution’s capital. In addition, for a capital restoration plan to be acceptable, the depository institution’s parent holding company must guarantee that the institution will comply with such capital restoration plan and must also provide appropriate assurances of performance. The aggregate liability of the parent holding company is limited to the lesser of (i) an amount equal to 5.0% of the depository institution’s total assets at the time it became undercapitalized and (ii) the amount which is necessary (or would have been necessary) to bring the institution into compliance with all capital standards applicable with respect to such institution as of the time it fails to comply with the plan. If a depository institution fails to submit an acceptable plan, it is treated as if it is “significantly undercapitalized.”

In addition, the FDIA prohibits an insured depository institution from accepting brokered deposits or offering interest rates on any deposits significantly higher than the prevailing rate in the bank's normal market area or nationally (depending upon where the deposits are solicited), unless it is well capitalized or is adequately capitalized and receives a waiver from the FDIC. A depository institution that is adequately capitalized and accepts brokered deposits under a waiver from the FDIC may not pay an interest rate on any deposit in excess of 75 basis points over certain prevailing market rates.

“Significantly undercapitalized” depository institutions may be subject to a number of requirements and restrictions, including orders to sell sufficient voting stock to become “adequately capitalized,” requirements to reduce total assets, and cessation of receipt of deposits from correspondent banks. “Critically undercapitalized” institutions are subject to the appointment of a receiver or conservator.

The appropriate federal banking agency may, under certain circumstances, reclassify a well-capitalized insured depository institution as adequately capitalized. The FDIA provides that an institution may be reclassified if the appropriate federal banking agency determines (after notice and opportunity for hearing) that the institution is in an unsafe or unsound condition or deems the institution to be engaging in an unsafe or unsound practice.

The appropriate agency is also permitted to require an adequately capitalized or undercapitalized institution to comply with the supervisory provisions as if the institution were in the next lower category (but not treat a significantly undercapitalized institution as critically undercapitalized) based on supervisory information other than the capital levels of the institution.

First Commonwealth believes that, as of December 31, ~~2024~~2025, FCB was a “well-capitalized” bank as defined by the FDIA. See Note 25 “Regulatory Restrictions and Capital Adequacy” of Notes to the Consolidated Financial Statements, contained in Item 8, for a table that provides a comparison of First Commonwealth’s and FCB’s risk-based capital ratios and the leverage ratio to minimum regulatory requirements.

The Volcker Rule

The Dodd-Frank Act prohibits banks and their affiliates from engaging in proprietary trading and investing in and sponsoring hedge funds and private equity funds (so called "covered funds"). The statutory provision is commonly called the “Volcker Rule.” Banks with less than $10 billion in total consolidated assets are exempt from the Volcker Rule. FCB's total assets exceeded $10 billion as of December 31, 2023. FCB was no longer exempt from the Volcker Rule beginning January 1, 2024, however this does not significantly impact our operations, as we do not participate in the businesses prohibited by the Volcker Rule.

Depositor Preference

Under federal law, depositors (including the FDIC with respect to the subrogated claims of insured depositors) and certain claims for administrative expenses of the FDIC as receiver would be afforded a priority over other general unsecured claims against such an institution in the liquidation or other resolution of such an institution by any receiver.

Interchange Fees

Under the Durbin Amendment to the Dodd-Frank Act, the FRB adopted rules establishing standards for assessing whether the interchange fees that may be charged with respect to certain electronic debit transactions are “reasonable and proportional” to the costs incurred by issuers for processing such transactions. Interchange fees, or “swipe” fees, are charges that merchants pay to us and other card-issuing banks for processing electronic payment transactions. Under the final rules, the maximum permissible interchange fee is equal to no more than 21 cents plus 5 basis points of the transaction value for many types of debit interchange transactions. The FRB also adopted a rule to allow a debit card issuer to recover 1 cent per transaction for fraud prevention purposes if the issuer complies with certain fraud-related requirements required by the FRB. The FRB also has rules governing routing and exclusivity that require issuers to offer two unaffiliated networks for routing transactions on each debit or

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~~interchange~~prepaid ~~transactions~~product. ~~The~~In ~~FRB~~August ~~also~~2025, ~~adopted~~the aU.S. ~~rule~~District toCourt ~~allow~~for athe ~~debit~~District ~~card~~of ~~issuer~~North toDakota ~~recover~~ruled 1to ~~cent~~vacate ~~per~~the ~~transaction~~Federal ~~for~~Reserve's ~~fraud~~current ~~prevention~~interchange ~~purposes~~rule ifbut ~~the~~simultaneously ~~issuer~~stayed ~~complies~~its ~~with~~own ~~certain~~order ~~fraud-related~~pending ~~requirements~~appeal ~~required~~to by the ~~FRB.~~circuit court. The ~~FRB~~outcome ~~also~~of ~~has~~this ~~rules~~litigation ~~governing~~could ~~routing~~significantly and ~~exclusivity~~adversely ~~that~~affect ~~require~~the ~~issuers~~fees tobanks ~~offer~~can ~~two~~charge ~~unaffiliated networks for routing transactions~~ on ~~each~~ debit orcard ~~prepaid product~~transactions. In October 2023, the Federal Reserve issued a proposal under which the maximum permissible interchange fee for an electronic debit transaction would be the sum of 14.4 cents per transaction and 4 basis points multiplied by the value of the transaction. Furthermore, the fraud-prevention adjustment would increase from a maximum of 1 cent to 1.3 cents per debit card transaction. The proposal would adopt an approach for future adjustments to the interchange fee cap, which would occur every other year based on issuer cost data gathered by the Federal Reserve from large debit card issuers. The comment period for this proposal ended in May 2024. The extent to which any such proposed changes in permissible interchange fees will impact our future revenues is currently uncertain.

The Dodd-Frank Act contained an exemption from the interchange fee cap for any debit card issuer that, together with its affiliates, has total assets of less than $10 billion as of the end of the previous calendar year. As of December 31, 2023, our total assets exceeded $10.0 billion; therefore, as of July 1, 2024, we no longer qualify for this exemption. We earned approximately $21.9 million in card-related interchange income during the 2024 fiscal year. If we had qualified for this exemption for the full year of 2024, we estimate that our interchange income would have been $6.8 million higher. In 2025, because we will subject to the interchange cap for the full year, it is expected that interchange income will decrease an additional $6.0 million as compared to 2024.

Financial Privacy

The federal banking regulators adopted rules that limit the ability of banks and other financial institutions to disclose non-public information about consumers to nonaffiliated third parties. These limitations require disclosure of privacy policies to consumers and, in some circumstances, allow consumers to prevent disclosure of certain personal information to a nonaffiliated third party. These regulations affect how consumer information is transmitted through diversified financial companies and conveyed to outside vendors.

Anti-Money Laundering and the USA Patriot Act

A major focus of governmental policy on financial institutions in recent years has been aimed at combating money laundering and terrorist financing. The USA PATRIOT Act of 2001 (the “USA Patriot Act”) substantially broadened the scope of United States anti-money laundering laws and regulations by imposing significant new compliance and due diligence obligations, creating new crimes and penalties and expanding the extra-territorial jurisdiction of the United States. Financial institutions are also prohibited from entering into specified financial transactions and account relationships and must use enhanced due diligence procedures in their dealings with certain types of high-risk customers and implement a written customer identification program. Financial institutions must take certain steps to assist government agencies in detecting and preventing money laundering and report certain types of suspicious transactions. Regulatory authorities routinely examine financial institutions for compliance with these obligations, and failure of a financial institution to maintain and implement adequate programs to combat money laundering and terrorist financing, or to comply with all of the relevant laws or regulations, could have serious legal and reputational consequences for the institution, including causing applicable bank regulatory authorities not to approve merger or acquisition transactions when regulatory approval is required or to prohibit such transactions even if approval is not required. Regulatory authorities have imposed cease and desist orders and civil money penalties against institutions found to be violating these obligations.

Office of Foreign Assets Control Regulation

The U.S. Treasury Department’s Office of Foreign Assets Control ("OFAC") administers and enforces economic and trade sanctions against targeted foreign countries and regimes, under authority of various laws, including designated foreign countries, nationals and others. OFAC publishes lists of specially designated targets and countries. First Commonwealth is responsible for, among other things, blocking accounts of, and transactions with, such targets and countries, prohibiting unlicensed trade and financial transactions with them and reporting blocked transactions after their occurrence. Failure to comply with these sanctions could have serious legal and reputational consequences, including causing applicable bank regulatory authorities not to approve merger or acquisition transactions when regulatory approval is required or to prohibit such transactions even if approval is not required.

Incentive Compensation

In June 2010, the Federal Reserve Board, OCC and FDIC issued comprehensive final guidance on incentive compensation policies intended to ensure that the incentive compensation policies of banking organizations do not undermine the safety and soundness of such organizations by encouraging excessive risk-taking. The guidance, which covers all employees that have the ability to materially affect the risk profile of an organization, either individually or as part of a group, is based upon the key principles that a banking organization’s incentive compensation arrangements should (i) provide incentives that do not encourage risk-taking beyond the organization’s ability to effectively identify and manage risks, (ii) be compatible with

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ability to materially affect the risk profile of an organization, either individually or as part of a group, is based upon the key principles that a banking organization’s incentive compensation arrangements should (i) provide incentives that do not encourage risk-taking beyond the organization’s ability to effectively identify and manage risks, (ii) be compatible with effective internal controls and risk management, and (iii) be supported by strong corporate governance, including active and effective oversight by the organization’s board of directors.

In 2016, the U.S. financial regulators, including the Federal Reserve Board and the SEC, proposed revised rules on incentive-based payment arrangements at specified regulated entities having at least $1 billion in total assets (including First Commonwealth and FCB), but these proposed rules have not been finalized.

In October 2022, the SEC adopted a final rule directing national securities exchanges and associations, including the New York Stock Exchange ("NYSE") to implement listing standards that require listed companies to adopt policies mandating the recovery or “clawback” of excess incentive-based compensation earned by a current or former executive officer during the three fiscal years preceding the date the listed company is required to prepare an accounting restatement, including to correct an error that would result in a material misstatement if the error were corrected in the current period or left uncorrected in the current period. The NYSE's listing standards pursuant to the SEC's rule became effective on October 2, 2023. We adopted a compensation recovery policy pursuant to the NYSE listing standards on October 24, 2023. The policy ~~was in September 2024 and~~ is included as Exhibit 97.1 to this Form 10-K.

Cybersecurity

In March 2015, federal regulators issued two related statements regarding cybersecurity. One statement indicates that financial institutions should design multiple layers of security controls to establish lines of defense and to ensure that their risk management processes also address the risk posed by compromised customer credentials, including security measures to reliably authenticate customers accessing internet-based services of the financial institution. The other statement indicates that a financial institution’s management is expected to maintain sufficient business continuity planning processes to ensure the rapid recovery, resumption and maintenance of the institution’s operations after a cyber-attack involving destructive malware. A financial institution is also expected to develop appropriate processes to enable recovery of data and business operations and address rebuilding network capabilities and restoring data if the institution or its critical service providers fall victim to this type of cyber-attack. If we fail to observe the regulatory guidance, we could be subject to various regulatory sanctions, including financial penalties.

State regulators have also been increasingly active in implementing privacy and cybersecurity standards and regulations. Recently, several states have adopted regulations requiring certain financial institutions to implement cybersecurity programs and provide detailed requirements with respect to these programs, including data encryption requirements. Many states have also recently implemented or modified their data breach notification and data privacy requirements. We expect this trend of state-level activity in those areas to continue, and are continually monitoring developments in the states in which our customers are located.

In the ordinary course of business, we rely on electronic communications and information systems to conduct our operations and to store sensitive data. We employ an in-depth, layered, defensive approach that leverages people, processes and technology to manage and maintain cybersecurity controls. We employ a variety of preventative and detective tools to monitor, block, and provide alerts regarding suspicious activity, as well as to report on any suspected advanced persistent threats. Notwithstanding the strength of our defensive measures, the threat from cyber-attacks is severe, attacks are sophisticated and increasing in volume, and attackers respond rapidly to changes in defensive measures. While to date we have not experienced a significant compromise, a significant data loss or any material financial losses related to cybersecurity attacks, our systems and those of our customers and third-party service providers are under constant threat and it is possible that we could experience a significant event in the future. Risks and exposures related to cybersecurity attacks are expected to remain high for the foreseeable future due to the rapidly evolving nature and sophistication of these threats, as well as due to the expanding use of internet banking, mobile banking and other technology-based products and services by us and our customers. See Item 1A. Risk Factors for a further discussion of risks related to cybersecurity and Item 1C. Cybersecurity for a further discussion of risk management strategies and governance processes related to cybersecurity.

Climate-Related and Other ESG Developments

In recent years, federal, state and international lawmakers and regulators have increased their focus on financial institutions' and other companies' risk oversight, disclosures and practices in connection with climate change and other environmental, social and governance (“ESG”) matters. We will continue to monitor and evaluate the impact of future regulatory actions related to ESG matters.

Future Legislation and Regulation

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~~Future~~those ~~Legislation~~states. Federal and ~~Regulation~~state regulatory agencies also periodically propose and adopt changes to their regulations or change the manner in which existing regulations are applied. The substance or impact of pending or future legislation or regulation, or the application thereof, cannot be predicted, although enactment of any proposed legislation could impact the regulatory structure under which we operate and may significantly increase our costs, impede the efficiency of our internal business processes, require us to increase our regulatory capital and modify our business strategy, and limit our ability to pursue business opportunities in an efficient manner. Our business, financial condition, results of operations or prospects may be adversely affected, perhaps materially, as a result.

Congress may enact legislation from time to time that affects the regulation of the financial services industry, and state legislatures may enact legislation from time to time affecting the regulation of financial institutions chartered by or operating in those states. Federal and state regulatory agencies also periodically propose and adopt changes to their regulations or change the manner in which existing regulations are applied. The substance or impact of pending or future legislation or regulation, or the application thereof, cannot be predicted, although enactment of any proposed legislation could impact the regulatory structure under which we operate and may significantly increase our costs, impede the efficiency of our internal business processes, require us to increase our regulatory capital and modify our business strategy, and limit our ability to pursue business opportunities in an efficient manner. Our business, financial condition, results of operations or prospects may be adversely affected, perhaps materially, as a result.

Availability of Financial Information

We file annual, quarterly and current reports, proxy statements and other information with the SEC. You may read and copy any document we file at the Securities and Exchange Commission’s Public Reference Room at 100 F Street, N.E., Washington, D.C. 20549. Our SEC filings are also available to the public on the SEC website at www.sec.gov and on our website at www.fcbanking.com.

We also make available on our website, www.fcbanking.com, and in print to any shareholder who requests them, our Corporate Governance Guidelines, the charters for our Audit, Risk, Compensation and Human Resources, and Governance Committees, and the Code of Conduct and Ethics that applies to all of our directors, officers and employees.

Our Chief Executive Officer has certified to the NYSE that, as of the date of the certification, he was not aware of any violation by First Commonwealth of NYSE’s corporate governance listing standards. In addition, our Chief Executive Officer and Chief Financial Officer have made certain certifications concerning the information contained in this report pursuant to Section 302 of the Sarbanes-Oxley Act. The Section 302 certifications appear as Exhibits 31.1 and 31.2 to this annual report on Form 10-K.

ITEM 1A. Risk Factors

An investment in our common stock is subject to risks inherent to our business. The material risks and uncertainties that management believes affect us are described below. Before making an investment decision, you should carefully consider the risks and uncertainties described below together with all of the other information included or incorporated by reference in this report. The risks and uncertainties described below are not the only ones facing us. Additional risks and uncertainties that management is not aware of or focused on, or that management currently deems immaterial, may also impair our business operations. This report is qualified in its entirety by these risk factors. If any of the following risks actually occur, our business, financial condition and results of operations could be materially and adversely affected. If this were to happen, the market price of our common stock could decline significantly, and you could lose all or part of your investment.

Risks Related To Our Business

Interest Rate Risks

We Are Subject to Interest Rate Risk

Our earnings and cash flows are largely dependent upon our net interest income. Net interest income is the difference between interest income earned on interest-earning assets (such as loans and securities) and interest expense paid on interest-bearing liabilities (such as deposits and borrowed funds). Interest rates are highly sensitive to many factors that are beyond our control, including general economic conditions and policies of various governmental and regulatory agencies and, in particular, the Federal Open Market Committee. Changes in monetary policy, including changes in interest rates, could influence not only the interest we receive on loans and securities and the amount of interest we pay on deposits and borrowings, but such changes could also affect (i) our ability to originate loans and obtain deposits, (ii) the fair value of our financial assets and liabilities, and (iii) the average duration of our mortgage-backed securities portfolio. If the interest rates paid on deposits and other borrowings increase at a faster rate than the interest rates received on loans and other investments, our net interest income, and therefore earnings, could be adversely affected. Earnings could also be adversely affected if the interest rates received on loans and other investments fall more quickly than the interest rates paid on deposits and other borrowings. Any substantial, unexpected, or prolonged change in market interest rates could have a material adverse effect on our business, financial condition and results of operations. See Item 7. Management’s Discussion and Analysis of Financial Condition and Results of Operations under the section captioned “Net Interest Income” and Item 7A. Quantitative and Qualitative Disclosures About Market Risk elsewhere in this report for further discussion related to interest rate sensitivity and our management of interest rate risk.

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section captioned “Net Interest Income” and Item 7A. Quantitative and Qualitative Disclosures About Market Risk elsewhere in this report for further discussion related to interest rate sensitivity and our management of interest rate risk.

Credit and Lending Risks

We Are Subject to Lending Risk

There are inherent risks associated with our lending activities. These risks include, among other things, the impact of changes in interest rates and changes in the economic conditions in the markets where we operate, as well as those across the United States. ~~Increases in interest rates and/or weakening economic conditions could adversely impact the ability of borrowers to repay outstanding loans or the value of the collateral securing these loans.~~

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Increases in interest rates and/or weakening economic conditions could adversely impact the ability of borrowers to repay outstanding loans or the value of the collateral securing these loans.

Our Allowance for Credit Losses may be Insufficient

All borrowers carry the potential to default and our remedies to recover may not fully satisfy money previously loaned. We maintain an allowance for credit losses, which represents management’s best estimate of credit losses within the existing portfolio of loans. The allowance, in the judgment of management, is appropriate to reserve for estimated loan losses and risks inherent in the loan portfolio. The level of the allowance for credit losses reflects management’s continuing evaluation of industry concentrations, specific credit risks, loan loss experience, current loan portfolio quality, present economic conditions and unidentified losses in the current loan portfolio. The determination of the appropriate level of the allowance for credit losses inherently involves a high degree of subjectivity and requires us to make significant estimates of current credit risks using existing qualitative and quantitative information, all of which may undergo material changes. Changes in economic conditions or forecasts, new information regarding existing loans, identification of additional problem loans and other factors, both within and outside of our control, may require an increase in the allowance for credit losses. In addition, bank regulatory agencies periodically review our allowance for credit losses and may require an increase in the provision for credit losses or the recognition of additional loan charge-offs, based on judgments different from those of management. An increase in the allowance for credit losses results in a decrease in net income or losses, and possibly risk-based capital, and may have a material adverse effect on our financial condition and results of operations.

We Are Subject to Risk Arising from Conditions in the Commercial Real Estate Market

As of December 31, ~~2024~~2025, commercial real estate mortgage loans comprised approximately 3533% of our loan portfolio. Commercial real estate mortgage loans generally involve a greater degree of credit risk than residential real estate mortgage loans because they typically have larger balances and are more affected by adverse conditions in the economy. Because payments on loans secured by commercial real estate often depend upon the successful operation and management of the properties and the businesses which operate from within them, repayment of such loans may be affected by factors outside the borrower’s control, such as adverse conditions in the real estate market or the economy or changes in government regulations. The COVID-19 pandemic was a catalyst for the evolution of various remote work options which could impact the long-term performance of some types of office properties, including those within our commercial real estate portfolio. Accordingly, the federal banking regulatory agencies have expressed concerns about weaknesses in the current commercial real estate market. Failures in our risk management policies, procedures and controls could adversely affect our ability to manage this portfolio going forward and could result in an increased rate of delinquencies in, and increased losses from, this portfolio, which, accordingly, could have a material adverse effect on our business, financial condition and results of operations.

Liquidity Risk

We Are Subject to Liquidity Risk

We require liquidity to meet our deposit and debt obligations as they come due. Our access to funding sources in amounts adequate to finance our activities or on terms that are acceptable to us could be impaired by factors that affect us specifically or the financial services industry or economy generally. Factors that could reduce our access to liquidity sources include a downturn in the economy, difficult credit markets or adverse regulatory actions against us. Our access to deposits may also be affected by the liquidity needs of our depositors. In particular, a substantial majority of our liabilities are demand, savings, interest checking and money market deposits, which are payable on demand or upon several days’ notice, while by comparison, a substantial portion of our assets are loans, which cannot be called or sold in the same time frame. Our access to deposits may be negatively impacted by, among other factors, higher interest rates, which could promote increased competition for deposits, including from new financial technology competitors, or provide customers with alternative investment options. Additionally, negative news about us or the banking industry in general could negatively impact market and/or customer perceptions of our company, which could lead to a loss of depositor confidence and an increase in deposit withdrawals, particularly among those with uninsured deposits. Furthermore, the failure of other financial institutions may cause deposit outflows as customers spread deposits among several different banks so as to maximize their amount of FDIC insurance, move deposits to banks deemed "too big to fail" or remove deposits from the banking system entirely. As of December 31, ~~2024~~2025, approximately 2729% of our deposits were either uninsured or otherwise unsecured, and we rely on these deposits for liquidity. We may not be able to replace maturing deposits and advances as necessary in the future, especially if a large number of our depositors sought to withdraw their accounts, regardless of the reason. A failure to maintain adequate liquidity could have a material adverse effect on our business, financial condition and results of operations.

Unrealized Losses in Our Securities Portfolio Could Affect Liquidity

As a result of changes in market interest rates, we have experienced unrealized losses on our available for sale securities portfolio. Unrealized losses related to available for sale securities are reflected in accumulated other comprehensive income in our consolidated balance sheets and reduce the level of our book capital and tangible common equity. However, such unrealized losses do not affect our regulatory capital ratios. We actively monitor our available for sale securities portfolio and we do not

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~~their~~currently ~~accounts,~~anticipate ~~regardless~~the ofneed to realize material losses from the ~~reason~~sale of securities for liquidity purposes. AFurthermore, ~~failure~~we believe it is unlikely that we would be required to ~~maintain~~sell ~~adequate~~any such securities before recovery of their amortized cost bases, which may be at maturity. Nonetheless, our access to liquidity sources could ~~have~~be affected by unrealized losses if: (i) securities must be sold at a ~~material~~loss; ~~adverse~~(ii) ~~effect~~tangible capital ratios continue to decline from an increase in unrealized losses or realized credit losses; (iii) the Federal Home Loan Bank of Pittsburgh ("FHLB") or other funding sources reduce capacity; or (iv) bank regulators impose restrictions on us that impact the level of interest rates we may pay on deposits or our ~~business~~ability to access brokered deposits. Additionally, ~~financial~~significant ~~condition~~unrealized losses could negatively impact market and/or ~~results~~customer perceptions of ~~operations~~our company, which could lead to a loss of depositor confidence and an increase in deposit withdrawals, particularly among those with uninsured deposits.

Unrealized Losses in Our Securities Portfolio Could Affect Liquidity

As market interest rates have increased, we have experienced unrealized losses on our available for sale securities portfolio. Unrealized losses related to available for sale securities are reflected in accumulated other comprehensive income in our consolidated balance sheets and reduce the level of our book capital and tangible common equity. However, such unrealized losses do not affect our regulatory capital ratios. We actively monitor our available for sale securities portfolio and we do not currently anticipate the need to realize material losses from the sale of securities for liquidity purposes. Furthermore, we believe it is unlikely that we would be required to sell any such securities before recovery of their amortized cost bases, which may be at maturity. Nonetheless, our access to liquidity sources could be affected by unrealized losses if: (i) securities must be sold at a loss; (ii)tangible capital ratios continue to decline from an increase in unrealized losses or realized credit losses; (iii)the Federal Home Loan Bank of Pittsburgh ("FHLB") or other funding sources reduce capacity; or (iv) bank regulators impose restrictions on us that impact the level of interest rates we may pay on deposits or our ability to access brokered deposits. Additionally, significant unrealized losses could negatively impact market and/or customer perceptions of our company, which could lead to a loss of depositor confidence and an increase in deposit withdrawals, particularly among those with uninsured deposits.

Operational Risks

Labor Shortages and Constraints in the Supply Chain Could Adversely Affect Our Customers’ Operations as well as Our Operations

Many sectors in the United States and around the world are experiencing a shortage of workers. The shortage of workers is exacerbating supply chain disruptions around the world, causing certain industries to struggle to regain momentum due to a lack of workers or materials. Our commercial customers may be impacted by the shortage of workers and constraints in the supply chain, which could adversely impact our customers’ operations. Customers may experience disruptions in their operations, which could lead to reduced cash flow and difficulty in making loan repayments. The financial services industry has also been affected by the shortage of workers, and First Commonwealth has experienced the intense competition for talent that is currently underway in the financial services industry. This may lead to open positions remaining unfilled for longer periods of time or a need to increase wages to attract workers. We have recently had to increase wages in certain positions to retain and attract talent, particularly in entry-level positions and certain specialty areas.

Our Accounting Estimates and Risk Management Processes Rely On Analytical and Forecasting Models

The processes we use to estimate our expected credit losses and to measure the fair value of financial instruments, as well as the processes used to estimate the effects of changing interest rates and other market measures on our financial condition and results of operations, depends upon the use of analytical and forecasting models. These models reflect assumptions that may not be accurate, particularly in times of market stress or other unforeseen circumstances. Even if these assumptions are adequate, the models may prove to be inadequate or inaccurate because of other flaws in their design or their implementation. If the models we use for interest rate risk and asset-liability management are inadequate, we may incur increased or unexpected losses upon changes in market interest rates or other market measures. If the models we use for estimating our expected credit losses are inadequate, the allowance for credit losses may not be sufficient to support future charge-offs. If the models we use to measure the fair value of financial instruments are inadequate, the fair value of such financial instruments may fluctuate unexpectedly or may not accurately reflect what we could realize upon sale or settlement of such financial instruments. Any such failure in our analytical or forecasting models could have a material adverse effect on our business, financial condition and results of operations.

The Value of Our Goodwill and Other Intangible Assets May Decline in the Future

As of December 31, ~~2024~~2025, we had $~~383~~400.42 million of goodwill and other intangible assets. A significant decline in our expected future cash flows, a significant adverse change in the business climate, slower growth rates or a significant and sustained decline in the price of the Company’s common stock may necessitate taking charges in the future related to the impairment of our goodwill and other intangible assets, which could have a material adverse effect on our business, financial condition and results of operations.

We Are Subject to Risk Arising from Failure or Circumvention of Our Controls and Procedures

Our internal controls, disclosure controls and procedures, and corporate governance policies and procedures are based in part on certain assumptions and can provide only reasonable, but not absolute, assurances that the objectives of the system are met. Any failure or circumvention of our controls and procedures, or failure to comply with regulations related to controls and procedures; or failure to comply with our corporate governance policies and procedures could have a material adverse effect on our reputation, business, financial condition and results of operations. Furthermore, notwithstanding the proliferation of technology and technology-based risk and control systems, our businesses ultimately rely on people as our greatest resource, who from time to time, make mistakes or engage in violations of applicable policies, laws, rules or procedures that are not always caught immediately by our technological processes or by our controls and other procedures, all of which are intended to prevent and detect such errors or violations. Human errors, malfeasance and other misconduct, including the intentional misuse of client information in connection with insider trading or for other purposes, even if promptly discovered and remediated, can result in reputational damage or legal risk and have a material adverse effect on our business, financial condition and results of operations.

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immediately by our technological processes or by our controls and other procedures, all of which are intended to prevent and detect such errors or violations. Human errors, malfeasance and other misconduct, including the intentional misuse of client information in connection with insider trading or for other purposes, even if promptly discovered and remediated, can result in reputational damage or legal risk and have a material adverse effect on our business, financial condition and results of operations.

New Lines of Business, Products or Services and Technological Advancements May Subject Us to Additional Risks

From time to time, we implement new lines of business or offer new products and services within existing lines of business. There are substantial risks and uncertainties associated with these efforts, particularly in instances where the markets are not fully developed. We invest significant time and resources in developing and marketing new lines of business and/or new products and services we invest significant time and resources. Initial timetables for the introduction and development of new lines of business and/or new products or services may not be achieved and price and profitability targets may not prove feasible. External factors, such as compliance with regulations, competitive alternatives, and shifting market preferences, may also impact the successful implementation of a new line of business or a new product or service.

The financial services industry is continually undergoing rapid technological change with frequent introductions of new technology-driven products and services. Our future success depends, in part, upon our ability to address the needs of our customers by using technology to provide products and services that will satisfy customer demands, as well as to create additional efficiencies in our operations. Many of our competitors have substantially greater resources to invest in technological improvements. We may not be able to effectively implement new technology -driven products and services or be successful in marketing these products and services to our customers. In addition, our implementation of certain new technologies in our business processes, such as those related to artificial intelligence and algorithms, may have unintended consequences due to their limitations or our failure to use them effectively. Cloud technologies are also critical to the operation of our systems, and our reliance on cloud technologies is growing. Failure to successfully keep pace with technological change affecting the financial services industry could have a material adverse effect on our business, financial condition and results of operations.

Furthermore, any new line of business, new product or service and/or new technology could have a significant impact on the effectiveness of our system of internal controls. Failure to successfully manage these risks in the development and implementation of new lines of business, new products or services and/or new technologies could have a material adverse effect on our business, financial condition and results of operations.

Our Reputation and ~~our~~Our Business Are Subject to Negative Publicity Risk

~~Reputation~~Reputational risk, or the risk to our earnings and capital from negative public opinion, is inherent in our business. Negative public opinion could adversely affect our ability to keep and attract customers and expose us to adverse legal and regulatory consequences. Negative public opinion could result from our actual or alleged conduct in any number of activities, including lending practices, corporate governance, regulatory compliance, mergers and acquisitions, ~~and~~public ~~disclosure~~disclosures, sharing or inadequate protection of customer information, and from actions taken by government regulators and community organizations in response to that conduct. Negative public opinion could also result from adverse news or publicity that impairs the reputation of the financial services industry generally. In addition, our reputation or prospects may be significantly damaged by adverse publicity or negative information regarding us, whether or not true, that may be posted on social media, non-mainstream news services or other parts of the internet, and this risk is magnified by the speed and pervasiveness with which information is disseminated through those channels.

Our Business, Financial Condition and Results of Operations Are Subject to Risk from Changes in Customer Behavior

Individual, economic, political, industry-specific conditions and other factors outside of our control, such as fuel prices, energy costs, real estate values or other factors that affect customer income levels, could alter anticipated customer behavior, including borrowing, repayment, investment and deposit practices. Such a change in these practices could materially adversely affect our ability to anticipate business needs and meet regulatory requirements. Furthermore, difficult economic conditions may negatively affect consumer confidence levels. A decrease in consumer confidence levels would likely aggravate the adverse effects of these difficult market conditions on us, our customers and others in the financial institutions industry.

First Commonwealth Relies on Dividends from its Subsidiary Bank for Most of Its Revenue

First Commonwealth is a separate and distinct legal entity from its subsidiaries. It receives substantially all of its revenues from dividends from its subsidiaries. These dividends are the principal source of funds to pay dividends on First Commonwealth’s common stock and interest and principal on First Commonwealth’s debt. Various federal and/or state laws and regulations limit the amount of dividends that FCB and certain non-bank subsidiaries may pay to First Commonwealth. In the event FCB is unable to pay dividends to First Commonwealth, First Commonwealth may not be able to service debt, pay obligations or pay dividends on its common stock. The inability to receive dividends from FCB could have a material adverse effect on First Commonwealth’s business, financial condition and results of operations.

Acts of Cyber-Crime May Compromise Client and Company Information, Disrupt Access to Our Systems or Result in Loss of Clients or Company Assets

Our business is dependent upon the availability of technology, the Internet and telecommunication systems to enable financial transactions by clients, record and monitor transactions and transmit and receive data to and from clients and third parties. Information security risks have increased significantly due to the use of online, telephone and mobile banking channels by clients and the increased sophistication and activities of organized crime, hackers, terrorists and other external parties. Our technologies, systems, networks and our clients’ devices have been subject to, and are likely to continue to be the target of,

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~~Acts~~cyber-attacks, computer viruses, malicious code, phishing attacks or information security breaches that could result in the unauthorized release, gathering, monitoring, misuse, loss or destruction of ~~Cyber-Crime~~our ~~May~~or ~~Compromise~~our ~~Client~~clients’ confidential, proprietary and ~~Company~~other ~~Information~~information, ~~Disrupt~~the ~~Access~~theft toof ~~Our~~client ~~Systems~~assets orthrough ~~Result~~fraudulent intransactions ~~Loss~~or the disruption of ~~Client~~our or ~~Company~~our ~~Assets~~clients’ or other third parties’ business operations.

~~Our~~Even ~~business~~well-protected isinformation, ~~dependent~~networks, ~~upon~~systems and facilities remain potentially vulnerable to attempted security breaches or disruptions because the ~~availability~~techniques used in such attempts are constantly evolving, including as a result of ~~technology~~artificial intelligence, ~~the~~and ~~Internet~~generally are not recognized until launched against a target, and ~~telecommunication~~in ~~systems~~some cases are designed not to ~~enable~~be ~~financial~~detected ~~transactions~~and, byin ~~clients~~fact, ~~record~~may ~~and~~not ~~monitor~~be ~~transactions~~detected. ~~and~~Accordingly, ~~transmit~~we ~~and~~may ~~receive~~be ~~data~~unable to ~~and~~anticipate ~~from~~these ~~clients~~techniques ~~and~~or ~~third~~to ~~parties.~~implement ~~Information~~adequate security ~~risks~~barriers ~~have~~or ~~increased~~other ~~significantly~~preventative ~~due~~measures, and thus it is virtually impossible for us to entirely mitigate this risk. While we maintain specific “cyber” insurance coverage, which would apply in the ~~use~~event of ~~online~~various breach scenarios, ~~telephone~~the ~~and~~amount ~~mobile~~of ~~banking~~coverage ~~channels~~may bynot ~~clients~~be ~~and~~adequate ~~the~~in ~~increased~~any ~~sophistication~~particular case. Furthermore, because cyber threat scenarios are inherently difficult to predict and ~~activities~~can oftake ~~organized~~many ~~crime~~forms, ~~hackers,~~some ~~terrorists~~breaches ~~and~~may ~~other~~not ~~external~~be ~~parties~~covered under our cyber insurance coverage. ~~Our~~A ~~technologies,~~security ~~systems,~~breach ~~networks~~or ~~and~~other significant disruption of our ~~clients’~~information ~~devices~~systems ~~have~~or ~~been~~those ~~subject~~related to our customers, ~~and~~merchants ~~are~~or ~~likely~~our tothird ~~continue~~party tovendors, beincluding ~~the~~as ~~target~~a result of, ~~cyber-attacks~~cyberattacks, ~~computer~~could ~~viruses,~~(i) ~~malicious~~disrupt ~~code,~~the ~~phishing~~proper ~~attacks~~functioning of our networks and systems and therefore our operations and/or ~~information~~those ~~security~~of ~~breaches~~certain ~~that~~of ~~could~~our customers; (ii) result in the unauthorized ~~release~~access to, ~~gathering~~and destruction, ~~monitoring~~loss, ~~misuse~~theft, ~~loss~~misappropriation or ~~destruction~~release of ~~our~~confidential, sensitive or otherwise valuable information of ours or our ~~clients’~~customers; ~~confidential~~(iii) result in a violation of applicable privacy, ~~proprietary~~data breach and other ~~information~~laws, ~~the~~subjecting ~~theft~~us ofto ~~client~~additional ~~assets~~regulatory ~~through~~scrutiny ~~fraudulent~~and ~~transactions~~exposing orus to civil litigation, governmental fines and possible financial liability; (iv) require significant management attention and resources to remedy the ~~disruption~~damages ofthat ~~our~~result; or (v) harm our ~~clients’~~reputation or ~~other~~cause ~~third~~a ~~parties’~~decrease in the number of customers that choose to do business with us. The occurrence of any of the foregoing could have a material adverse effect on our business, financial condition and results of operations.

~~Even~~Increasing ~~well~~Fraud ~~protected~~Risk ~~information,~~Could ~~networks,~~Adversely ~~systems~~Affect ~~and~~Our ~~facilities remain potentially vulnerable to attempted security breaches or disruptions because the techniques used in such attempts are constantly evolving~~Business, ~~including~~Financial ~~as a result of artificial intelligence~~Condition, and generally are not recognized until launched against a target, and in some cases are designed not to be detected and, in fact, may not be detected. Accordingly, we may be unable to anticipate these techniques or to implement adequate security barriers or other preventative measures, and thus it is virtually impossible for us to entirely mitigate this risk. While we maintain specific “cyber” insurance coverage, which would apply in the event of various breach scenarios, the amount of coverage may not be adequate in any particular case. Furthermore, because cyber threat scenarios are inherently difficult to predict and can take many forms, some breaches may not be covered under our cyber insurance coverage. A security breach or other significant disruption of our information systems or those related to our customers, merchants or our third party vendors, including as a result of cyberattacks, could (i) disrupt the proper functioning of our networks and systems and therefore our operations and/or those of certain of our customers; (ii) result in the unauthorized access to, and destruction, loss, theft, misappropriation or release of confidential, sensitive or otherwise valuable information of ours or our customers; (iii) result in a violation of applicable privacy, data breach and other laws, subjecting us to additional regulatory scrutiny and exposing us to civil litigation, governmental fines and possible financial liability; (iv) require significant management attention and resources to remedy the damages that result; or (v) harm our reputation or cause a decrease in the number of customers that choose to do business with us. The occurrence of any of the foregoing could have a material adverse effect on our business, financial condition and results of operations.Reputation

We are exposed to an increasing risk of fraud, including cyber fraud, identity theft, account takeover, and other fraudulent activities targeting financial institutions and their customers. The sophistication and frequency of these schemes continue to grow, driven by advances in technology and the proliferation of digital banking channels. Fraudulent activity can result in financial losses for us or our customers, increased operational costs, and potential legal exposure. Although we employ robust security measures, including authentication protocols, transaction monitoring, and fraud detection systems, these controls may not be sufficient to prevent all fraudulent activity. Criminals continuously adapt their methods to circumvent existing safeguards, and emerging technologies such as artificial intelligence may further enhance their ability to perpetrate fraud. Significant fraud-related losses could negatively impact our earnings, capital, and liquidity. In addition, fraud incidents may harm our reputation, erode customer trust, and lead to regulatory scrutiny or enforcement actions. Failure to effectively manage and mitigate fraud risk could have a material adverse effect on our business, financial condition, and results of operations.

Our Operations Rely On Certain External Vendors

We rely on certain vendors to provide products and services necessary to maintain the day-to-day operations of First Commonwealth and FCB. In particular, we contract with an external vendor for our core processing system, which is used to maintain customer and account records, reflect account transactions and activity, and support our customer relationship management systems for substantially all of our deposit and loan customers. Accordingly, our operations are exposed to the risk that these vendors will not perform in accordance with the contractual arrangements under service level agreements. The failure of an external vendor to perform in accordance with the contractual arrangements under service level agreements, whether due to changes in the vendor’s organizational structure, financial condition, support for existing products and services or strategic focus or for any other reason, could be disruptive to First Commonwealth’s operations and financial reporting, which could have a material adverse effect on First Commonwealth’s business and, in turn, First Commonwealth’s financial condition and results of operations.

We Depend on the Accuracy and Completeness of Information About Customers and Counterparties

In deciding whether to extend credit or enter into other transactions, we rely on information furnished by or on behalf of customers and counterparties, including financial statements, credit reports and other financial information. We also rely on representations of those customers, counterparties or other third parties, such as independent auditors, as to the accuracy and completeness of that information. Reliance on inaccurate or misleading financial statements, credit reports or other financial information could have a material adverse impact on our business, financial condition and results of operations.

External and Market-Related Risks

We are Subject to Risk Arising from The Soundness of Other Financial Institutions and Counterparties

Financial services institutions are interrelated as a result of trading, clearing, counterparty, or other relationships. We have exposure to many different industries and counterparties, and routinely execute transactions with counterparties in the financial services industry, including commercial banks, brokers and dealers, investment banks, and other institutional clients. Many of these transactions expose us to credit risk in the event of a default by a counterparty or client. In addition, our credit risk may be exacerbated when the collateral held by us cannot be realized or is liquidated at prices that are insufficient to recover the full amount of the credit or derivative exposure due to us. Any such losses could have a material adverse effect on our business, financial condition and results of operations.

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these transactions expose us to credit risk in the event of a default by a counterparty or client. In addition, our credit risk may be exacerbated when the collateral held by us cannot be realized or is liquidated at prices that are insufficient to recover the full amount of the credit or derivative exposure due to us. Any such losses could have a material adverse effect on our business, financial condition and results of operations.

Competition from Other Financial Institutions in Originating Loans, Attracting Deposits and Providing Various Financial Services May Adversely Affect Our Profitability

We face substantial competition in originating loans and attracting deposits. This competition comes principally from other banks, savings institutions, mortgage banking companies and credit unions, as well as institutions offering uninsured investment alternatives, including money market funds. Many of our competitors enjoy advantages, including greater financial resources and higher lending limits, better brand recognition, a wider geographic presence, more accessible branch office locations, the ability to offer a wider array of services or more favorable pricing alternatives, as well as lower origination and operating costs. These competitors may offer more favorable pricing through lower interest rates on loans or higher interest rates on deposits, which could force us to match competitive rates and thereby reduce our net interest income.

The Proliferation of Stablecoins May Adversely Impact Our Business

The growing adoption of stablecoins, including yield‑bearing stablecoins, and the evolving regulatory framework under the Guiding and Establishing National Innovation for U.S. Stablecoins Act (the “GENIUS Act”), could adversely affect our deposits, liquidity, and competitive position. Certain stablecoin products may function as substitutes for traditional bank deposits while operating under different regulatory requirements. If regulatory safeguards under the GENIUS Act prove insufficient or are unevenly applied between banks and non‑bank issuers, stablecoins could facilitate deposit outflows, reduce funding stability, and create risks associated with parallel banking systems. Regulatory changes or additional compliance obligations arising from the GENIUS Act could also increase our operational costs or limit our ability to compete effectively in digital payments and settlement activities.

Compliance and Regulatory Risks

We are Subject to Extensive Government Regulation and Supervision

Banking regulations are primarily intended to protect depositors’ funds, federal deposit insurance funds and the banking system as a whole, not security holders. These regulations affect our lending practices, capital structure, investment practices, dividend policy and growth, among other things. Congress and federal regulatory agencies continually review banking laws, regulations and policies for possible changes. Changes to statutes, regulations or regulatory policies, including changes in interpretation or implementation of statutes, regulations or policies, could affect us in substantial and unpredictable ways. Such changes could subject us to additional costs, limit the types of financial services and products we may offer and/or increase the ability of non-banks to offer competing financial services and products, among other things. Failure to comply with laws, regulations, policies or supervisory guidance could result in enforcement and other legal actions by Federal or state authorities, including criminal and civil penalties, the loss of FDIC insurance, the revocation of a banking charter, other sanctions by regulatory agencies, civil money penalties and/or reputational damage. In this regard, government authorities, including the bank regulatory agencies, are pursuing aggressive enforcement actions with respect to compliance and other legal matters involving financial activities, which heightens the risks associated with actual and perceived compliance failures. See “Supervision and Regulation” included in Item 1. Business for a more detailed description of the regulatory requirements applicable to First Commonwealth.

We Are Subject To the Potential Adverse Effects of a U.S. Federal Government Shutdown

A prolonged or repeated shutdown of the U.S. federal government could adversely affect our business, financial condition, liquidity, and results of operations. Funding gaps or lapses in federal appropriations may disrupt the operations of government agencies that provide critical economic data, administer regulatory functions, or directly support our customers and counterparties. During a shutdown, federal agencies such as the Internal Revenue Service, Small Business Administration, and various supervisory bodies may suspend or significantly curtail their activities, which can delay loan originations, hinder verification processes, impede regulatory approvals, and reduce the availability of government guaranteed lending programs. A shutdown may also impair the financial capacity of borrowers who depend on federal salaries, contracts, reimbursements, or benefit programs, including government employees, federal contractors, and recipients of government-funded services. Reduced or delayed income to these borrowers could increase delinquencies, reduce loan demand, negatively affect deposit inflows, and increase our credit risk exposure. In addition, disruptions to federal economic data releases or fiscal operations may create volatility in financial markets, affecting interest rates, liquidity conditions, and the valuation of securities in our investment portfolio. The duration and economic impact of any government shutdown are inherently uncertain, and any such event could, individually or in the aggregate, have a material adverse effect on our business, financial condition and results of operations.

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Risks Related to Acquisition Activity

Potential Acquisitions May Disrupt Our Business and Dilute Stockholder Value

We generally seek merger or acquisition partners that are culturally similar and have experienced management and possess either significant market presence or have potential for improved profitability through financial management, economies of scale or expanded services. Acquiring other banks, businesses, or branches involves various risks commonly associated with acquisitions, including, among other things: (i) potential exposure to unknown or contingent liabilities of the target company; (ii) exposure to potential asset quality issues of the target company; (iii) potential disruption to our business; (iv) potential diversion of our management’s time and attention; (v) the possible loss of key employees and customers of the target company; (vi) difficulty in estimating the value of the target company; and (vii) potential changes in banking or tax laws or regulations that may affect the target company.

Acquisitions typically involve the payment of a premium over book and market values,; ~~and,~~ therefore, some dilution of our tangible book value and net income per common share may occur in connection with any future transaction. Furthermore, failure to realize the expected revenue increases, cost savings, increases in geographic or product presence, and/or other projected benefits from an acquisition could have a material adverse effect on our business, financial condition and results of operations.

Acquisitions May Be Delayed, Impeded, or Prohibited Due to Regulatory Issues

Acquisitions by financial institutions, including us, are subject to approval by a variety of federal and state regulatory agencies (collectively, “regulatory approvals”). Our ability to engage in certain merger or acquisition transactions depends on the bank regulators' views at the time as to our capital levels, quality of management, and overall condition, in addition to their assessment of a variety of other factors, including our compliance with law. Regulatory approvals could be delayed, impeded, restrictively conditioned or denied due to existing or new regulatory issues we have, or may have, with regulatory agencies, including, without limitation, issues related to Bank Secrecy Act compliance, Community Reinvestment Act issues, fair lending laws, fair housing laws, consumer protection laws, unfair, deceptive, or abusive acts or practices regulations and other laws and regulations. We may fail to pursue, evaluate or complete strategic and competitively significant acquisition opportunities as a result of our inability, or perceived or anticipated inability, to obtain regulatory approvals in a timely manner, under reasonable conditions or at all. Difficulties associated with potential acquisitions that may result from these factors could have a material adverse effect on our business, financial condition and results of operations.

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Risks Associated with Our Common Stock

The Trading Volume in Our Common Stock Is Less Than That of Other Larger Financial Services Companies

Although First Commonwealth’s common stock is listed for trading on the NYSE, the trading volume in its common stock is less than that of other, larger financial services companies. A public trading market having the desired characteristics of depth, liquidity and orderliness depends on the presence in the marketplace of willing buyers and sellers of First Commonwealth’s common stock at any given time. This presence depends on the individual decisions of investors and general economic and market conditions over which we have no control. Given the lower trading volume of First Commonwealth’s common stock, significant sales of First Commonwealth’s common stock, or the expectation of these sales, could cause First Commonwealth’s stock price to fall.

First Commonwealth May Not Continue to Pay Dividends on Its Common Stock in The Future

Holders of First Commonwealth common stock are only entitled to receive such dividends as its board of directors may declare out of funds legally available for such payments. Although First Commonwealth has historically declared cash dividends on its common stock, it is not required to do so and may reduce or eliminate its common stock dividend in the future. This could adversely affect the market price of First Commonwealth’s common stock. Also, First Commonwealth is a bank holding company, and its ability to declare and pay dividends is dependent on certain federal regulatory considerations, including the guidelines of the FRB regarding capital adequacy and dividends.

As more fully discussed in Part II, Item 8, Financial Statements and Supplementary Data-Note 25, Regulatory Restrictions and Capital Adequacy, which is located elsewhere in this report, the ability of First Commonwealth to declare or pay dividends on its common stock may also be subject to certain restrictions in the event that First Commonwealth elects to defer the payment of interest on its junior subordinated debt securities.

An Investment in Our Common Stock Is Not an Insured Deposit

Our common stock is not a bank deposit and, therefore, is not insured against loss by the FDIC, any other deposit insurance fund or by any other public or private entity. Investment in our common stock is inherently risky for the reasons described in this “Risk Factors” section and elsewhere in this report and is subject to the same market forces that affect the price of common stock in any company. As a result, if you acquire our common stock, you could lose some or all of your investment.

Provisions of Our Articles of Incorporation, Bylaws and Pennsylvania Law, as Well as State and Federal Banking Regulations, Could Delay or Prevent a Takeover of Us by a Third Party

Provisions in our articles of incorporation and bylaws, the corporate law of the Commonwealth of Pennsylvania, and state and federal regulations could delay, defer or prevent a third party from acquiring us, despite the possible benefit to our shareholders, or otherwise adversely affect the price of our common stock. These provisions include, among other things, advance notice requirements for proposing matters that shareholders may act on at shareholder meetings. In addition, under Pennsylvania law, we are prohibited from engaging in a business combination with any interested shareholder for a period of five years from the date the person became an interested shareholder unless certain conditions are met. These provisions may discourage potential takeover attempts, discourage bids for our common stock at a premium over market price or adversely affect the market price of, and the voting and other rights of the holders of, our common stock.23

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Provisions in our articles of incorporation and bylaws, the corporate law of the Commonwealth of Pennsylvania, and state and federal regulations could delay, defer or prevent a third party from acquiring us, despite the possible benefit to our shareholders, or otherwise adversely affect the price of our common stock. These provisions include, among other things, advance notice requirements for proposing matters that shareholders may act on at shareholder meetings. In addition, under Pennsylvania law, we are prohibited from engaging in a business combination with any interested shareholder for a period of five years from the date the person became an interested shareholder unless certain conditions are met. These provisions may discourage potential takeover attempts, discourage bids for our common stock at a premium over market price, or adversely affect the market price of, and the voting and other rights of the holders of, our common stock.

General Risk Factors

We are Subject to Risk from Fluctuating Conditions in the Financial Markets and Economic and Political Conditions Generally

Our success depends, to a certain extent, upon local, national and global economic and political conditions, as well as governmental monetary policies. Our financial performance generally, and in particular the ability of borrowers to pay interest on and repay principal of outstanding loans and the value of collateral securing those loans, as well as demand for loans and other products and services we offer, is highly dependent upon the business environment in the markets where we operate and in the United States as a whole. A favorable business environment is generally characterized by, among other factors, economic growth, efficient capital markets, low inflation, low unemployment, high business and investor confidence, and strong business earnings. Unfavorable or uncertain economic and market conditions can be caused by a decline in economic growth both in the U.S. and internationally; declines in business activity or investor or business confidence; limitations on the availability of or increases in the cost of credit and capital; increases in inflation or interest rates; high unemployment; oil price volatility; natural disasters; trade policies and tariffs; or a combination of these or other factors. In addition, financial markets and global supply chains may be adversely affected by the current or anticipated impact of military conflicts, terrorism or other geopolitical events. Current economic conditions are being heavily impacted by recent inflationary conditions and higher interest rates, the effects of which may impact our profitability by negatively impacting our fixed costs and expenses. Economic and inflationary pressure on consumers and uncertainty regarding economic improvement could result in changes in consumer and business spending, borrowing and saving habits. Such conditions could have a material adverse effect on the credit quality of our loans and our business, financial condition and results of operations.

23Federal budget deficit concerns and the potential for political conflict over legislation to fund U.S. government operations and raise the U.S. government's debt limit may increase the possibility of a default by the U.S. government on its debt obligations, related credit-rating downgrades, or an economic recession in the United States. Many of our investment securities are issued by the U.S. government and government agencies and sponsored entities. As a result of uncertain domestic political conditions, including potential future federal government shutdowns, the possibility of the federal government defaulting on its obligations for a period of time due to debt ceiling limitations or other unresolved political issues, investments in financial instruments issued or guaranteed by the federal government pose liquidity risks. In connection with prior political disputes over U.S. fiscal and budgetary issues leading to the U.S. government shutdown in 2023, Fitch lowered its long-term sovereign credit rating on the U.S. from AAA to AA+. Most recently, in connection with successive failures by the U.S. government to reverse the trend of large annual fiscal deficits and growing interest costs, Moody's lowered its long-term issuer credit rating on the U.S. from Aaa to Aa1. A further downgrade, or downgrades by other rating agencies, as well as sovereign debt issues facing the governments of other countries, could have a material adverse impact on financial markets and economic conditions in the U.S. and worldwide.

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Federal budget deficit concerns and the potential for political conflict over legislation to fund U.S. government operations and raise the U.S. government's debt limit may increase the possibility of a default by the U.S. government on its debt obligations, related credit-rating downgrades, or an economic recession in the United States. Many of our investment securities are issued by the U.S. government and government agencies and sponsored entities. As a result of uncertain domestic political conditions, including potential future federal government shutdowns, the possibility of the federal government defaulting on its obligations for a period of time due to debt ceiling limitations or other unresolved political issues, investments in financial instruments issued or guaranteed by the federal government pose liquidity risks. In connection with prior political disputes over U.S. fiscal and budgetary issues leading to the U.S. government shutdown in 2023, Fitch lowered its long-term sovereign credit rating on the U.S. from AAA to AA+. A further downgrade, or downgrades by other rating agencies, as well as sovereign debt issues facing the governments of other countries, could have a material adverse impact on financial markets and economic conditions in the U.S. and worldwide.

Changes in Federal, State or Local Tax Laws May Negatively Impact Our Financial Performance and We Are Subject to Examinations and Challenges by Tax Authorities

We are subject to federal and applicable state tax laws and regulations. Changes in these tax laws and regulations, some of which may be retroactive to previous periods, could increase our effective tax rates and, as a result, could negatively affect our current and future financial performance. Furthermore, tax laws and regulations are often complex and require interpretation. In the normal course of business, we are routinely subject to examinations and challenges from federal and applicable state tax authorities regarding the amount of taxes due in connection with investments we have made and the businesses in which we have engaged. Federal and state taxing authorities have been aggressive in challenging tax positions taken by financial institutions. These tax positions may relate to tax compliance, sales and use, franchise, gross receipts, payroll, property and income tax issues, including tax base, apportionment and tax credit planning. The challenges made by tax authorities may result in adjustments to the timing or amount of taxable income or deductions or the allocation of income among tax jurisdictions. If any such challenges are made and are not resolved in our favor, they could have a material adverse effect on our business, financial condition and results of operations.

We May Need to Raise Additional Capital in The Future, and Such Capital May Not Be Available When Needed or at All

We may need to raise additional capital in the future to provide us with sufficient capital resources and liquidity to meet our commitments and business needs, particularly if our asset quality or earnings were to deteriorate significantly. Our ability to raise additional capital, if needed, will depend on, among other things, conditions in the capital markets at that time, which are outside of our control, and our financial condition. Economic conditions and the loss of confidence in financial institutions may increase our cost of funding and limit access to certain customary sources of capital, including inter-bank borrowings, repurchase agreements and borrowings from the discount window of the Federal Reserve.

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outside of our control, and our financial condition. Economic conditions and the loss of confidence in financial institutions may increase our cost of funding and limit access to certain customary sources of capital, including inter-bank borrowings, repurchase agreements and borrowings from the discount window of the Federal Reserve.

We cannot assure that such capital will be available on acceptable terms or at all. Any occurrence that may limit our access to the capital markets, such as a decline in the confidence of debt purchasers, depositors of FCB or counterparties participating in the capital markets, or a downgrade of First Commonwealth’s or FCB’s debt ratings, may adversely affect our capital costs and our ability to raise capital and, in turn, our liquidity. Moreover, if we need to raise capital in the future, we may have to do so when many other financial institutions are also seeking to raise capital and would have to compete with those institutions for investors. An inability to raise additional capital on acceptable terms when needed could have a materially adverse effect on our business, financial condition and results of operations.

Our Stock Price Can Be Volatile

Stock price volatility may make it more difficult for you to resell your common stock when you want and at prices you find attractive. Our stock price can fluctuate significantly in response to a variety of factors including, among other things: (i) actual or anticipated variations in quarterly results of operations; (ii) recommendations by securities analysts; (iii) operating and stock price performance of other companies that investors deem comparable to us; (iv) news reports relating to trends, concerns and other issues in the financial services industry; (v) perceptions in the marketplace regarding us and/or our competitors; (vi) new technology used, or services offered, by competitors; (vii) the issuance by us of additional securities, including common stock and securities that are convertible into or exchangeable for, or that represent the right to receive, common stock; (viii) sales of a large block of shares of our common stock or similar securities in the market after an equity offering, or the perception that such sales could occur; (ix) significant acquisitions or business combinations, strategic partnerships, joint ventures or capital commitments by or involving us or our competitors; (x) failure to integrate acquisitions or realize anticipated benefits from acquisitions; (xi) changes in government regulations; and (xii) geopolitical conditions such as acts or threats of terrorism or military conflicts.

Our stock price could also decrease regardless of operating results as a result of: (i) general market fluctuations, including real or anticipated changes in the strength of the economy; (ii) industry factors and general economic and political conditions and events, such as economic slowdowns or recessions; and (iii) interest rate changes, oil price volatility or credit loss trends.

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Changes in Accounting Standards Could Materially Impact Our Financial Statements

From time to time, accounting standards setters change the financial accounting and reporting standards that govern the preparation of our financial statements. These changes can be difficult to predict and can materially impact how we record and report our financial condition and results of operations. In some cases, we could be required to apply a new or revised standard retroactively, resulting in changes to previously reported financial results or a cumulative charge to retained earnings. See New Accounting Pronouncements at the end of Item 7. Management's Discussion and Analysis of Financial Condition and Results of Operations elsewhere in this report for further information regarding pending accounting standards updates.

We May Not Be Able to Attract and Retain Skilled People

Our success depends, in large part, on our ability to attract and retain key people. Competition for the best people in many activities engaged in by us is intense and we may not be able to hire people or to retain them. The unexpected loss of services of key personnel could have a material adverse impact on our business, financial condition and results of operations because of their customer relationships, skills, knowledge of our market, years of industry experience and the difficulty of promptly finding qualified replacement personnel. In addition, the scope and content of U.S. banking regulators' policies on incentive compensation, as well as changes to these policies, could adversely affect our ability to hire, retain and motivate our key employees.

ITEM 1B. Unresolved Staff Comments

None.

ITEM 1C. Cybersecurity

Cybersecurity, data privacy, and data protection are critical to our business. In the ordinary course of our business, we collect and store certain confidential information such as personal information of depositors and borrowers and information about our employees, contractors, vendors, and suppliers. We rely heavily on the secure processing, storage, and transmission of sensitive and confidential financial, personal, and other information in our computer systems and networks.

Cybersecurity Governance

Our Board is actively engaged in the oversight of our cybersecurity program. Specifically, the Risk Committee is responsible for overseeing our information security program, including management’s actions to identify, assess, mitigate, and remediate material cyber issues and risks. Our Chief Information Security Officer ("CISO") provides quarterly reports to the Risk ~~Committee regarding information security programs, key enterprise cyber initiatives, and significant cybersecurity and privacy incidents.~~

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Committee regarding information security programs, key enterprise cyber initiatives, and significant cybersecurity and privacy incidents.

Our CISO is part of the risk management function, reporting directly to the Chief Risk Officer, who in turn, reports directly to our CEO. Various management committees provide oversight of the information security and technology programs. These committees generally meet quarterly, and summaries of key issues discussed and actions taken are provided to the Risk Committee.

Cybersecurity Risk Management and Strategy

We structure our information security program around the National Institute of Standards and Technology (“NIST”) Cybersecurity Framework, regulatory guidance, and other industry standards. We leverage industry and government associations, third-party benchmarking, audits and threat intelligence feeds to promote program effectiveness. Our CISO, along with key members of their team, regularly collaborate with peer banks, industry groups, and policymakers.

We employ an in-depth, layered, defensive strategy with respect to our products, services and technology. We leverage people, processes and technology to manage and maintain cybersecurity controls. We employ a variety of preventative and detective tools designed to monitor, block, and provide alerts regarding suspicious activity, as well as to report on any suspected advanced persistent threats.

We have established processes and systems to mitigate cyber risk, including regular education and training, preparedness simulations and tabletop exercises, and recovery and resilience tests. Our processes, systems and controls are reviewed periodically by internal and external auditors, Federal and State bank examiners, and independent external partners to assess design and operating effectiveness. We also maintain information security risk insurance coverage.

We engage third party security experts to supplement our internal Information Security team as well as for assessments, penetration tests and program enhancements, including vulnerability assessments, security framework maturity assessments and identification of areas for continued focus and improvement. In addition, our third-party experts work with us to conduct cybersecurity tabletop exercises and internal phishing awareness campaigns. We use the findings of these exercises to improve our practices, procedures, and technologies. We also engage third party security experts to support our cybersecurity threat and incident response management and maintain information security risk insurance coverage.

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We engage with a range of external experts, including cybersecurity assessors, consultants, auditors, and legal counsel in evaluating and testing our risk management systems. This enables us to leverage specialized knowledge and insights, ensuring our cybersecurity strategies and processes remain current.

In the past three years, we have not experienced any material computer data security breaches as a result of a compromise of our information systems and we are not aware of any significant cybersecurity breach or attack that had a material impact on our business or operating results ~~to date~~.

ITEM 2. Properties

Our principal office is located in the old Indiana County courthouse complex, consisting of the former courthouse building and the former sheriff’s residence and jail building for Indiana County. This certified Pennsylvania and national historic landmark was built in 1870 and restored by us in the early 1970s. We lease the complex from Indiana County pursuant to a lease agreement that was originally signed in 1973 and has a current term that expires in 2048.

The majority of our administrative personnel are also located in two owned buildings in Indiana, Pennsylvania, each of which is in close proximity to our principal office.

First Commonwealth Bank has ~~124~~126 community banking offices, of which 4547 are leased and 79 are owned. We also lease ~~two~~seven Business ~~mortgage~~Centers ~~loan~~in ~~production~~Canfield, ~~offices~~Canton, ~~three~~Hudson, ~~corporate~~Independence ~~loan production offices~~ and anLewis ~~office~~Center, ~~for~~Ohio ~~our~~and ~~equipment~~Pittsburgh ~~finance~~and ~~business~~Berwyn, Pennsylvania.

While these facilities are adequate to meet our current needs, available space is limited and additional facilities may be required to support future expansion. However, we have no significant plans to lease, purchase or construct additional administrative facilities.

ITEM 3. Legal Proceedings

The information required by this Item is set forth in Part II, Item 8, Note 22, “Contingent Liabilities,” which is incorporated herein by reference in response to this item.

ITEM 4. Mine Safety Disclosures

Not applicable.

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Executive Officers of First Commonwealth Financial Corporation

The name, age and principal occupation for each of the executive officers of First Commonwealth Financial Corporation as of December 31, ~~2024~~2025 is set forth below:

Jane Grebenc, age 6667, has served as Executive Vice President and Chief Revenue Officer of First Commonwealth Financial Corporation and President of First Commonwealth Bank since May 31, 2013. Ms. Grebenc's financial services career includes executive leadership roles at a variety of institutions, including Park View Federal Savings Bank, Key Bank, and National City Bank. She was formerly the Executive Vice President in charge of the retail, marketing, IT and operations and the mortgage segments at Park View Federal Savings Bank from 2009 until 2012, the Executive Vice President in charge of the Wealth Segment at Key Bank from 2007 until 2009 and the Executive Vice President / Branch Network at National City Bank prior to 2007.

~~Leonard~~Lee VE. ~~Lombardi~~Lyon II, age 6561, has served as Executive Vice President and Chief Audit Executive since October 2025. He previously served as the Chief Risk and Operations Officer of CenterBank, which was acquired by First Commonwealth ~~Financial~~in ~~Corporation~~2025. Before ~~since~~joining ~~January 1~~CenterBank, ~~2009~~Mr. HeLyon ~~was~~held ~~formerly~~various ~~Senior~~positions ~~Vice~~at ~~President~~Fifth /Third ~~Loan~~Bancorp, ~~Review~~including Director of Consumer Operational Risk Management, Chief Risk Officer Mortgage Banking Division and Internal Audit Manager.

Michael P. McCuen, age 6263, has served as Executive Vice President and Chief ~~Lending~~Banking Officer since ~~July~~August ~~2024~~2025. He formerly served as Chief Lending Officer and Corporate Banking Executive. Mr. McCuen has been with First Commonwealth since 2023. Before joining First Commonwealth, Mr. McCuen was Market President and Commercial Sales Leader for Key Bank's Southwest Ohio area since 2017. Mr. McCuen's past experience includes co-leading the middle market segment at PNC, leading Bank integrations, and various Corporate Banking leadership roles.

~~Norman~~Linda JD. ~~Montgomery~~Metzmaier, age 57, has served as ~~the~~ Executive Vice President ofand ~~Business~~Chief ~~Integration~~Risk ofOfficer ~~First Commonwealth Bank~~ since ~~May~~January ~~2011~~2025. He She ~~oversees~~joined First Commonwealth’s ~~product~~as ~~development~~Chief ~~and~~Compliance ~~assumed~~Officer ~~oversight~~in of2011 ~~First~~before ~~Commonwealth’s~~being ~~technology~~promoted ~~and~~to ~~operations~~Deputy ~~functions~~Chief inRisk ~~July~~Office/Chief ~~2012. He~~Compliance ~~served~~Officer asin ~~Senior~~2019. Prior ~~Vice~~to ~~President/Business~~joining ~~Integration of~~ First Commonwealth, ~~Bank~~Metzmaier ~~from~~served ~~September~~in ~~2007~~auditing ~~until~~and ~~May~~compliance ~~2011~~leadership ~~and~~roles ~~previously~~at ~~held~~Fidelity ~~positions~~Bank, inOffice of the ~~technology,~~Comptroller ~~operations,~~of ~~audit~~the Currency and ~~marketing~~Merchants ~~areas~~National Bank of Kittanning from 1990-2011.

TNorman J. ~~Michael Price~~Montgomery, age 6258, has served as ~~President~~the ~~and Chief~~ Executive ~~Officer~~Vice President of ~~First~~Business ~~Commonwealth~~Integration ~~Financial Corporation and Chief Executive Officer~~ of First Commonwealth Bank since ~~March~~May ~~2012~~2011. He ~~Mr.~~oversees ~~Price~~First ~~served~~Commonwealth’s asproduct ~~President~~development and assumed oversight of First Commonwealth’s ~~Bank~~technology ~~from~~and ~~November~~operations ~~2007~~functions toin ~~May~~July ~~2013~~2012. ~~From January~~ 1,He ~~2012 to March 7, 2012, he~~ served as ~~Interim~~Senior Vice President/Business ~~and~~Integration ~~Chief Executive Officer~~ of First Commonwealth ~~Financial Corporation. He was formerly Chief Executive Officer of the Cincinnati and Northern Kentucky Region of National City~~ Bank from ~~July~~September ~~2004 to November~~ 2007 ~~and~~until ~~Executive~~May ~~Vice~~2011 ~~President~~ and ~~Head~~previously ofheld ~~Small~~positions ~~Business~~in ~~Banking~~the oftechnology, ~~National~~operations, ~~City~~audit ~~Bank~~and ~~prior~~marketing ~~to July 2004~~areas.

~~James R~~T. ~~Reske~~Michael Price, age 6163, ~~joined~~has ~~First~~served ~~Commonwealth~~as ~~Financial~~President ~~Corporation~~and asChief Executive ~~Vice~~Officer ~~President,~~of ~~Chief~~First Commonwealth Financial ~~Officer~~Corporation and ~~Treasurer~~Chief onExecutive ~~April~~Officer ~~28,~~of ~~2014.~~First ~~Prior~~Commonwealth toBank ~~joining~~since ~~First~~March ~~Commonwealth,~~2012. Mr. ~~Reske~~Price served as ~~Executive Vice~~ President, ~~Chief~~of ~~Financial~~First ~~Officer,~~Commonwealth ~~and~~Bank ~~Treasurer~~from atNovember ~~United~~2007 ~~Community~~to ~~Financial~~May ~~Corporation~~2013. inFrom ~~Youngstown~~January 1, ~~Ohio~~2012 ~~from~~to ~~2008~~March 7, ~~until~~2012, ~~April~~he ~~2014.~~served ~~Mr.~~as ~~Reske's~~Interim ~~financial~~President ~~services~~and ~~career~~Chief ~~includes~~Executive ~~investment~~Officer ~~banking~~of ~~roles~~First ~~within~~Commonwealth ~~the~~ Financial ~~Institutions~~Corporation. ~~Groups~~He atwas ~~Keybanc~~formerly ~~Capital~~Chief ~~Markets,~~Executive ~~Inc.~~Officer inof ~~Cleveland,~~the ~~Ohio~~Cincinnati and atNorthern ~~Morgan~~Kentucky ~~Stanley~~Region &of ~~Company~~National inCity ~~New~~Bank ~~York.~~from ~~Mr.~~July ~~Reske~~2004 ~~also provided expertise and counsel~~ to ~~financial~~November ~~institutions~~2007 and ~~other~~Executive ~~organizations~~Vice onPresident ~~mergers~~ and ~~acquisitions~~Head ~~and~~of ~~capital~~Small ~~markets~~Business ~~activities~~Banking ~~as an attorney at Wachtell, Lipton, Rosen & Katz, as well as at Sullivan & Cromwell. Earlier in his career, Mr. Reske worked at the Board~~ of ~~Governors~~National ofCity ~~the~~Bank ~~Federal~~prior ~~Reserve~~to ~~System~~July ~~in Washington, DC and at the Federal Reserve Bank of Boston~~2004.

~~Carrie~~James LR. ~~Riggle~~Reske, age 5562, ~~has~~joined ~~served~~First Commonwealth Financial Corporation as Executive Vice President, /Chief ~~Human~~Financial ~~Resources~~Officer ~~since~~and ~~March~~Treasurer 1on April 28, ~~2013~~2014. ~~Ms.~~ ~~Riggle~~Prior ~~has~~to ~~been~~joining ~~with~~ First Commonwealth, ~~since~~Mr. ~~1991~~Reske served as Executive Vice President, Chief Financial Officer, and Treasurer at United Community Financial Corporation in Youngstown, Ohio from 2008 until April 2014. ~~Over~~Mr. Reske's financial services career includes investment banking roles within the ~~course~~Financial ofInstitutions ~~her~~Groups ~~tenure~~at Keybanc Capital Markets, MsInc. ~~Riggle~~in ~~has~~Cleveland, ~~been~~Ohio ~~responsible~~and ~~for~~at ~~the~~Morgan ~~daily~~Stanley ~~operations~~& ofCompany ~~the~~in ~~Human~~New ~~Resources~~York. ~~function~~Mr. Reske also provided expertise and ~~was~~counsel ~~actively~~to ~~involved~~financial institutions and other organizations on mergers and acquisitions and capital markets activities as an attorney at Wachtell, Lipton, Rosen & Katz, as well as at Sullivan & Cromwell. Earlier in his career, Mr. Reske worked at the ~~establishment~~Board ~~and~~of ~~development~~Governors of athe ~~centralized~~Federal ~~corporate~~Reserve ~~human~~System ~~resources~~in ~~function~~Washington, ~~within~~DC and at the ~~Company~~Federal Reserve Bank of Boston.

~~Brian~~Carrie JL. ~~Sohocki~~Riggle, age 4556, has served as Executive Vice President / ~~Chief~~Human ~~Credit~~Resources ~~Officer~~ since ~~August~~March ~~2024~~1, 2013. MrMs. ~~Sohocki~~Riggle has been with First Commonwealth since ~~2010~~1991. He ~~formerly~~Over ~~served~~the incourse ~~roles~~of ~~including~~her ~~Deputy~~tenure, ~~Chief~~Ms. ~~Credit~~Riggle ~~Officer~~has ~~and~~been ~~C&I~~responsible ~~Group~~for ~~Manager. During~~the ~~that~~daily ~~time,~~operations ~~Sohocki~~of the Human Resources function and was ~~instrumental~~actively involved in the establishment and development of ~~First~~a ~~Commonwealth's~~centralized ~~Sponsor~~corporate ~~Finance~~human ~~Group~~resources ~~and~~function ~~Commercial~~within ~~and~~the ~~Industrial loan growth initiative~~Company.

~~Matthew~~Brian CJ. ~~Tomb~~Sohocki, age 4846, ~~serves~~has served as Executive Vice President ~~and~~/ ~~General~~Chief ~~Counsel~~Credit ofOfficer ~~First Commonwealth Financial Corporation~~ since ~~November~~August ~~2010~~2024. Mr. HeSohocki ~~previously~~has ~~served~~been aswith ~~Chief~~First ~~Risk~~Commonwealth ~~Officer~~since ~~and~~2010. He ~~General~~formerly ~~Counsel~~served ~~from~~in ~~November~~roles ~~2010~~including toDeputy ~~December~~Chief ~~31,~~Credit ~~2024,~~Officer and asC&I ~~Senior~~Group ~~Vice~~Manager. During ~~President~~that /time, ~~Legal~~Sohocki ~~and~~was ~~Compliance~~instrumental ~~since~~in ~~September~~the ~~2007.~~development ~~Before~~of ~~joining~~ First Commonwealth,'s ~~Mr. Tomb~~Sponsor ~~practiced~~Finance ~~law~~Group ~~with~~and ~~Sherman &~~Commercial ~~Howard~~and ~~L.L.C.~~Industrial inloan ~~Denver,~~growth ~~Colorado~~initiative.

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Matthew C. Tomb, age 49, serves as Executive Vice President and General Counsel of First Commonwealth Financial Corporation since November 2010. He previously served as Chief Risk Officer and General Counsel from November 2010 to December 31, 2024, and as Senior Vice President / Legal and Compliance since September 2007. Before joining First Commonwealth, Mr. Tomb practiced law with Sherman & Howard L.L.C. in Denver, Colorado.

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PART II

ITEM 5. Market for Registrant’s Common Equity, Related Stockholder Matters and Issuer Purchase of Equity Securities

First Commonwealth is listed on the NYSE under the symbol “FCF.” As of December 31, ~~2024~~2025, there were approximately 4,~~975~~771 holders of record of First Commonwealth’s common stock. The table below sets forth the high and low sales prices per share and cash dividends declared per share for common stock of First Commonwealth for each quarter during the last two fiscal years.


Period	High Sale		Low Sale		Cash Dividends Per Share
2025
First Quarter	$	17.13	$	15.37	$	0.130
Second Quarter	16.35		14.08		0.135
Third Quarter	18.02		16.07		0.135
Fourth Quarter	17.57		15.29		0.135


Period	High Sale		Low Sale		Cash Dividends Per Share
2024
First Quarter	$	15.56	$	12.84	$	0.125
Second Quarter	14.24		12.53		0.130
Third Quarter	18.60		13.71		0.130
Fourth Quarter	19.41		16.24		0.130

Period	High Sale		Low Sale		Cash DividendsPer Share
2023
First Quarter	$	16.43	$	12.36	$	0.120
Second Quarter	14.48		11.46		0.125
Third Quarter	14.54		11.94		0.125
Fourth Quarter	15.81		11.55		0.125

Federal and state regulations contain restrictions on the ability of First Commonwealth to pay dividends. For information regarding restrictions on dividends, see Part I, Item 1 “Business—Supervision and Regulation—Dividends” and Part II, Item 8, “Financial Statements and Supplementary Data—Note 25, Regulatory Restrictions and Capital Adequacy.” In addition, under the terms of the capital securities issued by First Commonwealth Capital Trust II and III, First Commonwealth could not pay dividends on its common stock if First Commonwealth deferred payments on the junior subordinated debt securities that provide the cash flow for the payments on the capital securities.

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The following five-year performance graph compares the cumulative total shareholder return (assuming reinvestment of dividends) on First Commonwealth’s common stock to the S&P U.S. BMI Banks Index and the Russell 2000 Index. The stock performance graph assumes $100 was invested on December 31, ~~2019~~2020, and the cumulative return is measured as of each subsequent fiscal year end.

Period Ending

Index

12/31/~~2019~~2020

12/31/~~2020~~2021

12/31/~~2021~~2022

12/31/~~2022~~2023

12/31/~~2023~~2024

12/31/~~2024~~2025

First Commonwealth Financial Corporation

100.00

79151.1193

~~120~~136.2027

~~107~~156.8131

~~123~~177.6617

~~140~~182.1649

Russell 2000 Index

100.00

~~119~~114.9682

~~137~~91.7435

~~109~~106.5980

~~128~~119.14

~~142~~134.9340

S&P U.S. BMI Banks Index

100.00

87135.2497

~~118~~112.6177

98123.3802

~~107~~164.3270

~~143~~211.6847

Unregistered Sales of Equity Securities and Use of Proceeds

The following table details the amount of shares repurchased during the fourth quarter of ~~2024~~2025.

Month Ending:	Total Number ofShares Purchased	Average PricePaid per Share(or Unit)		Total Number ofShares Purchasedas Part of PubliclyAnnounced Plansor Programs	Maximum Number of Shares that May Yet Be Purchased Under the Plans or Programs
October 31, 2024	455,236	$	16.56	455,236	431,411
October 31, 2025	47,116	$	16.89	47,116	1,301,151
November 30, 2024	—	—		—	376,654
November 30, 2025	1,269,618	15.77		1,269,618	—
December 31, 2024	21,743	17.34		21,743	396,895
December 31, 2025	115,652	17.19		115,652	1,364,851
Total	~~476~~1,~~979~~432,386	$	1615.6093	~~476~~1,~~979~~432,386
(1) Remaining number of shares approved under the Plan is based on the market value of the Company's common stock of $16.44 as of October 31, 2024, $18.83 as of November 30, 2024 and $16.92 as of December 31, 2024.
(1) Remaining number of shares approved under the Plan is based on the market value of the Company's common stock of $15.29 as of October 31, 2025, $16.25 as of November 30, 2025 and $16.86 as of December 31, 2025.

For additional information, please see Part III, Item 12, "Security Ownership of Certain Beneficial Owners and Management and Related Stockholder Matters." Information called for by this item concerning security ownership of certain beneficial owners and security ownership of management will be included in the Proxy Statement under the headings “Stock Ownership of Certain Beneficial Owners” and “Stock Ownership of Directors and Management,” and is incorporated herein by reference.

Insider Trading Policies and Procedures

Our board of directors has adopted insider trading policies and procedures governing the purchase, sale, and/or other dispositions of our securities by directors, officers and employees, or by First Commonwealth itself. These policies have been reasonably designed to promote compliance with insider trading laws, rules and regulations, and applicable NYSE listing standards.

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ITEM 6. [Reserved]

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ITEM 7. Management’s Discussion and Analysis of Financial Condition and Results of Operations

The following discussion and analysis represents an overview of the financial condition and the results of operations of First Commonwealth and its subsidiaries, as of and for the years ended December 31, ~~2024~~2025, and ~~2023~~2024. The purpose of this discussion is to focus on information concerning our financial condition and results of operations that is not readily apparent from the Consolidated Financial Statements. In order to obtain a more thorough understanding of this discussion, you should refer to the Consolidated Financial Statements, the notes thereto and to other financial information presented in this Annual Report. Refer to Management's Discussion and Analysis of Financial Condition and Results of Operations included in our Annual Report on Form 10-K filed with the SEC on ~~February~~March 292, ~~2024~~2026 for a discussion and analysis of the factors that affected periods prior to ~~2024~~2025.

Company Overview

First Commonwealth provides a diversified array of consumer and commercial banking services through our bank subsidiary, FCB. We also provide trust and wealth management services through FCB and insurance products through FCIA. At December 31, ~~2024~~2025, FCB operated ~~124~~126 community banking offices throughout Pennsylvania and Ohio, as well as ~~loan~~Business ~~production~~Centers ~~offices~~ in ~~Harrisburg~~Canfield, ~~Pennsylvania~~Canton, Hudson, Independence and ~~Cleveland,~~Lewis ~~Columbus~~Center, ~~Canton,~~Ohio ~~Canfield~~and Pittsburgh and ~~Hudson~~Berwyn, ~~Ohio~~Pennsylvania.

Our consumer services include internet, mobile and telephone banking, an automated teller machine network, personal checking accounts, interest-earning checking accounts, savings accounts, health savings accounts, insured money market accounts, debit cards, investment certificates, fixed and variable rate certificates of deposit, mortgage loans, secured and unsecured installment loans, construction and real estate loans, safe deposit facilities, credit cards, credit lines with overdraft checking protection and IRA accounts. Commercial banking services include commercial lending and leasing, small and high-volume business checking accounts, on-line account management services, ACH origination, payroll direct deposit, commercial cash management services and repurchase agreements. We also provide ~~a variety of~~ trust and asset management services and a full complement of auto, home and business insurance as well as term life insurance. We offer annuities, mutual funds and stock and bond brokerage services through an arrangement with a broker-dealer and insurance brokers. Most of our commercial customers are small and mid-sized businesses in Pennsylvania and Ohio.

As a financial institution with a focus on traditional banking activities, we earn the majority of our revenue through net interest income, which is the difference between interest earned on loans and investments and interest paid on deposits and borrowings. Growth in net interest income is dependent upon balance sheet growth and maintaining or increasing our net interest margin, which is net interest income (on a fully taxable-equivalent basis) as a percentage of our average interest-earning assets. We also generate revenue through fees earned on various services and products that we offer to our customers and, ~~less frequently,~~ through sales of assets, such as loans, investments or properties. These revenue sources are offset by provisions for credit losses on loans, operating expenses and income taxes.

General economic conditions also affect our business by impacting our customers’ need for financing, thus affecting loan growth, as well as impacting the credit strength of existing and potential borrowers.

Critical Accounting Policies and Significant Accounting Estimates

First Commonwealth’s accounting and reporting policies conform to accounting principles generally accepted in the United States of America (“GAAP”) and predominant practice in the banking industry. The preparation of financial statements in accordance with GAAP requires management to make estimates, assumptions and judgments that affect the amounts reported in the financial statements and accompanying notes. Over time, these estimates, assumptions and judgments may prove to be inaccurate or vary from actual results and may significantly affect our reported results and financial position for the period presented or in future periods. We currently view the determination of the allowance for credit losses and business combinations to be critical because they are highly dependent on subjective or complex judgments, assumptions and estimates made by management.

Allowance for Credit Losses

We account for the credit risk associated with our lending activities through the allowance and provision for credit losses. The allowance represents management’s best estimate of expected losses in our existing loan and lease portfolio as of the balance sheet date. The provision is a periodic charge to earnings in an amount necessary to maintain the allowance at a level that is appropriate based on management’s assessment of expected losses. Management determines and reviews with the Board of Directors the appropriateness of the allowance on a quarterly basis in accordance with the methodology described below.

•Loans are segmented into groups with similar characteristics and risks and an allowance for credit losses is calculated for each segment based on the estimate of credit losses.

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•The allowance for credit losses is calculated by pooling loans of similar credit risk characteristics and applying a discounted cash flow methodology after incorporating probability of default and loss given default estimates. Probability of default represents an estimate of the likelihood of default and loss given default measures the expected loss upon default. Inputs impacting the expected losses ~~includes~~include a forecast of macroeconomic factors, using a weighted forecast from a nationally recognized firm.

•Loans that do not have the same risks and characteristics of the loan pools are individually reviewed. These are generally large balance commercial loans and commercial mortgages that are rated less than “satisfactory” based on our internal credit-rating process.

•We assess whether the loans identified for review are “nonperforming”. This means it is expected that all amounts will not be collected according to the contractual terms of the loan agreement, which generally represents loans that management has placed on nonaccrual status.

•For individually analyzed loans we calculate the estimated fair value of the loans that are selected for review based on observable market prices, discounted cash flows or the value of the underlying collateral and record an allowance if needed.

•We then review the results to determine the appropriate balance of the allowance for credit losses. This review includes consideration of additional factors, such as the mix of loans in the portfolio, the balance of the allowance relative to total loans and nonperforming assets, trends in the overall risk profile in the portfolio, trends in delinquencies and nonaccrual loans, and local and national economic information and industry data, including trends in the industries we believe are higher risk.

There are many factors affecting the allowance for credit losses; some are quantitative, while others require qualitative judgment. These factors require the use of estimates related to the amount and timing of expected future cash flows, appraised values on nonperforming loans, estimated losses for each loan category based on historical loss experience, forecasts of economic trends and conditions, all of which may be susceptible to significant judgment and change. To the extent that actual outcomes differ from estimates, additional provisions for credit losses could be required that could adversely affect our earnings or financial position in future periods.

As noted above, the allowance for credit losses is estimated using a number of inputs and assumptions. Management's sensitivity analysis of the allowance identified that the model has the highest degree of sensitivity around values used in the economic forecast, specifically national unemployment, ~~and~~ gross domestic product and business bankruptcies. Additionally, there is also a high degree of sensitivity related to estimated prepayment speeds, as it is a major driver for the life of loan expectations. The sensitivity of estimated prepayment speeds had the largest impact on the residential first lien loan pool.

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Selected Financial Information

The following table provides selected financial information for the periods ended December 31,

2024

2023

2022

2021

2020

2025

2024

2023

2022

2021

(dollars in thousands, except share data)

Interest income

~~600~~632,~~463~~688

~~529~~600,~~998~~463

~~329~~529,~~953~~998

~~293~~329,~~838~~953

~~301~~293,~~209~~838

Interest expense

~~221~~206,~~571~~601

~~144~~221,~~322~~571

17144,~~732~~322

1517,~~297~~732

3215,~~938~~297

Net interest income

~~378~~426,~~892~~087

~~385~~378,~~676~~892

~~312~~385,~~221~~676

~~278~~312,~~541~~221

~~268~~278,~~271~~541

Provision for credit losses

2936,~~170~~725

1429,~~813~~170

2114,~~106~~813

(121,~~376)~~106

56(1,~~718~~376)

Net interest income after provision for credit losses

~~349~~389,~~722~~362

~~370~~349,~~863~~722

~~291~~370,~~115~~863

~~279~~291,~~917~~115

~~211~~279,~~553~~917

Net securities gains (losses)

(54,~~446~~348)

(~~103~~5,446)

2(103)

162

7016

Other income

~~104~~101,~~677~~172

96104,~~712~~677

9896,~~706~~712

~~106~~98,~~741~~706

94106,~~406~~741

Other expenses

~~270~~294,~~745~~828

~~269~~270,~~917~~745

~~229~~269,~~638~~917

~~213~~229,~~857~~638

~~215~~213,~~826~~857

Income before income taxes

~~178~~191,~~208~~358

~~197~~178,~~555~~208

~~160~~197,~~185~~555

~~172~~160,~~817~~185

90172,~~203~~817

Income tax provision

3539,~~636~~056

4035,~~492~~636

3240,~~004~~492

3432,~~560~~004

1634,~~756~~560

Net Income

~~142~~152,~~572~~302

~~157~~142,~~063~~572

~~128~~157,~~181~~063

~~138~~128,~~257~~181

73138,~~447~~257

Per Share Data—Basic

Net Income

1.4048

1.5540

1.3755

1.4537

01.7545

Dividends declared

0.~~515~~535

0.~~495~~515

0.~~475~~495

0.~~455~~475

0.~~440~~455

Average shares outstanding

~~101~~103,~~913~~220,~~111~~081

101,~~556~~913,~~427~~111

93101,~~612~~556,~~043~~427

9593,~~583~~612,~~890~~043

9795,~~499~~583,~~586~~890

Per Share Data—Diluted

Net Income

1.3947

1.5439

1.3754

1.4437

01.7544

Average shares outstanding

~~102~~103,~~205~~524,~~497~~130

~~101~~102,~~822~~205,~~201~~497

93101,~~887~~822,~~447~~201

9593,~~840~~887,~~285~~447

9795,~~758~~840,~~965~~285

At End of Period

Total assets

1112,~~584~~343,~~936~~036

11,~~459~~584,~~488~~936

911,~~805~~459,~~666~~488

9,~~545~~805,~~093~~666

9,~~068~~545,~~104~~093

Investment securities

1,~~584~~571,~~216~~911

1,~~490~~584,~~866~~216

1,~~250~~490,~~237~~866

1,~~595~~250,~~529~~237

1,~~205~~595,~~294~~529

Loans and leases, net of unearned income

89,~~983~~508,~~754~~039

8,~~968~~983,~~761~~754

78,~~642~~968,~~143~~761

67,~~839~~642,~~230~~143

6,~~761~~839,~~183~~230

Allowance for credit losses

~~118~~125,~~906~~768

~~117~~118,~~718~~906

~~102~~117,~~906~~718

92102,~~522~~906

~~101~~92,~~309~~522

Deposits

910,~~678~~250,~~019~~969

9,~~192~~678,~~309~~019

89,~~005~~192,~~469~~309

78,~~982~~005,~~498~~469

7,~~438~~982,~~666~~498

Short-term borrowings

80147,~~139~~966

~~597~~80,~~835~~139

~~372~~597,~~694~~835

~~138~~372,~~315~~694

~~117~~138,~~373~~315

Subordinated debentures

128,~~305~~466

~~177~~128,~~741~~305

~~170~~177,~~937~~741

170,~~775~~937

170,~~612~~775

Other long-term debt

~~130~~129,~~353~~555

4130,~~122~~353

4,~~862~~122

54,~~573~~862

565,~~258~~573

Shareholders’ equity

1,~~405~~554,~~165~~376

1,~~314~~405,~~274~~165

1,~~052~~314,~~074~~274

1,~~109~~052,~~372~~074

1,~~068~~109,~~617~~372

Key Ratios

Return on average assets

1.2226

1.4222

1.3442

1.4734

01.8247

Return on average equity

10.4415

1210.8044

1112.9980

1211.5599

612.8255

Net loans to deposits ratio

91.6053

9691.2960

9496.1829

8494.5218

8984.5352

Dividends per share as a percent of net income per share

36.7915

3136.9479

3431.6794

3134.3867

5831.6738

Average equity to average assets ratio

1112.7245

11.0672

11.1606

11.7216

1211.0072

Results of Operations—~~2024~~2025 Compared to ~~2023~~2024

Net Income

Net income for ~~2024~~2025 was $~~142~~152.63 million, or $1.3947 per diluted share, as compared to net income of $~~157~~142.16 million, or $1.5439 per diluted share in ~~2023~~2024. Contributing to the ~~decrease~~increase in net income was a $647.82 million ~~decline~~increase in net interest income, ~~and~~offset by a $147.46 million increase in provision for credit losses. Provision for credit losses in ~~2023~~2025 included $103.78 million related to the day 1 adjustment on non-PCD loans acquired in the ~~Centric~~Center acquisition. ~~Noninterest~~Additionally, ~~expense~~the ~~increased~~increase ~~$0.8~~in ~~million~~net ininterest ~~2024~~income ~~compared~~was offset by

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toa ~~2023,~~$24.1 ~~however~~million ~~2023~~increase ~~included~~in noninterest expense in 2025 compared to 2024, with $84.90 million inof ~~expenses~~the ~~related~~2025 increase attributable to the ~~Centric~~Center acquisition. Noninterest income ~~increased~~decreased $2.64 million in ~~2024~~2025 compared to ~~2023~~2024 ~~despite~~resulting from a decline of $6.83 million in card-related interchange income as a result of the Company being subject to the Durbin Amendment to the Dodd-Frank Act ~~beginning~~for ~~July~~the 1,full year of 2025 compared to six-months in 2024.

Our return on average equity was 10.41% and our return on average assets was 1.2226% for ~~2024~~2025, compared to 1210.84% and 1.4222%, respectively, for ~~2023~~2024.

Average diluted shares for the year ~~2024~~2025 were 01.43% more than the comparable period in ~~2023~~2024 primarily due to $1245.79 million in common shares issued in relation to the Center acquisition offset by $36.5 million of common stock buybacks completed during ~~2024~~2025.

Net Interest Income

Net interest income, which is our primary source of revenue, is the difference between interest income from earning assets (loans and securities) and interest expense paid on liabilities (deposits, short-term borrowings and long-term debt). The net interest margin is expressed as the percentage of net interest income, on a fully taxable equivalent basis, to average interest-earning assets. To compare the tax exempt asset yields to taxable yields, amounts are adjusted to the pretax equivalent amounts based on the marginal corporate federal income tax rate of 21%. The taxable equivalent adjustment to net interest income for ~~2024~~2025 was $1.34 million compared to $1.23 million in ~~2023~~2024. Net interest income comprises a majority of our revenue (net interest income before provision expense plus noninterest income) at 7981% and 8079% for the years ended December 31, ~~2024~~2025 and ~~2023~~2024, respectively.

Net interest income, on a fully taxable equivalent basis, was $~~380~~427.25 million for the year-ended December 31, ~~2024~~2025, a $647.72 million, or 212%, ~~decrease~~increase compared to $~~386~~380.92 million for the same period in ~~2023~~2024. The net interest margin, on a fully taxable equivalent basis, ~~decreased~~increased 2629 basis points to 3.5584% in ~~2024~~2025 from 3.8155% in ~~2023~~2024. Net interest income and the net interest margin are affected by both changes in the level of interest rates and the amount and composition of interest-earning assets and interest-bearing liabilities.

~~The~~Growth ~~growth~~ in interest-earning assets as well as higher reinvestment rates for the ~~higher~~investment ~~interest~~and ~~rate~~loan ~~environment~~portfolios had a positive impact on interest income for the year ended December 31, ~~2024~~2025. Average earning assets for the year ended December 31, ~~2024~~2025 increased $0.64 billion, or 64%, compared to the year ended December 31, ~~2023~~2024 and interest income increased $7032.53 million, or 135.34%. The primary interest earning asset attributable to the Center acquisition was their loan portfolio, which averaged $195.9 million for the year ended December 31, 2025. Interest-sensitive assets totaling $5.17 billion will either reprice or mature over the next twelve months.

The taxable equivalent yield on interest-earning assets was 5.6270% for the year ended December 31, ~~2024~~2025, an increase of 398 basis points from the 5.2362% yield for the same period in ~~2023~~2024. ~~This~~The ~~change~~yield ison ~~the~~interest-earning ~~result~~assets ofbenefited afrom higher ~~market~~reinvestment ~~interest~~rates ~~rate~~related ~~rates~~to the investment and loan portfolios. The tax-equivalent yield for the ~~majority~~investment ofportfolio ~~2024~~increased ~~and~~by ~~resulted~~32 inbasis points and the loan and ~~leases~~lease portfolio ~~yield~~increased ~~increasing~~ by 384 basis points. ~~Contributing~~when compared to ~~this~~the year ended December 31, 2025. The increase ~~were~~in the ~~yields~~loan and lease portfolio yield is primarily the result of higher reinvestment rates on our fixed loans, including our fixed rate commercial loan portfolio, indirect automobile loan portfolio and ~~adjustable~~direct ~~and~~consumer ~~variable~~installment ~~rate commercial~~ loan ~~portfolios~~portfolio, which increased by 7837 basis points, 35 basis points and 1329 basis points, respectively. Additionally, for the year ended December 31, ~~2024~~2025, seven basis points of the yield on interest-earning assets can be attributed to the recognition of $7.54 million in accretion of purchase accounting marks, primarily from the Centric ~~acquisition~~and Center acquisitions. For the year ended December 31, ~~2023~~2024, $97.15 million in accretion of purchase accounting marks benefited the yield on interest-earning assets by ~~nine~~seven basis points.

As of December 31, ~~2024~~2025, 5149% of our loan portfolio had variable or adjustable interest rates and 4951% had fixed interest rates. After incorporating the impact of our cash flow hedges that convert the interest rate on $~~425~~175.0 million of our 1-month Secured Overnight Financing Rate ("SOFR") based loans to fixed rates, the variable and adjustable interest rates would account for 4647% of our loan portfolio. Loans with variable or adjustable interest rates include approximately 2726% tied to the prime interest rate, 5051% tied to SOFR, 1112% tied to Treasury rates, 10and 9% tied to Federal Home Loan Bank rates.

Also contributing to the increase in yield on interest-earning assets was the yield on the investment portfolio, which increased by 9032 basis points compared to the prior year, primarily as new volume rates were higher than the portfolio yield. The average investment portfolio balance increased $~~276~~60.04 million as growth in average deposits exceeded the funding needs for loan growth. The yield on interest-bearing deposits with banks ~~increased~~decreased 1379 basis points compared to the prior year as a result of ~~higher~~lower interest rates, while the average balance decreased $11108.82 million.

~~Increases in the cost of interest-bearing liabilities offset the positive impact of higher yields on interest-earning assets.~~ The cost of interest-bearing liabilities ~~was~~decreased to 2.8355% for the year ended December 31, ~~2024~~2025, compared to 2.0383% for the same period in ~~2023~~2024. The ~~increase~~decrease of 9220 basis points in the cost of interest-bearing deposits can be attributed to ~~market~~declines interest rates, which influenced the mix of deposits as customers moved funds into higher costing deposits to take advantage of the increased rates offered on money market accounts and time deposits. Average time deposits increased $577.3 million, or 59.3%, with an increase in ~~the cost of these deposits of 104 basis points. Other interest-bearing deposits increased an average of $128.4 million, or 2.3%, increasing the cost of deposits 74 basis points.~~

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~~The~~market ~~cost~~interest ofrates, ~~short-term~~which ~~borrowings~~influenced ~~decreased~~the 35mix ~~basis~~of ~~points~~deposits inwith ~~comparison~~growth toin ~~the~~both ~~same~~money ~~period~~market inaccounts ~~the~~and ~~prior~~time ~~year~~deposits. Average ~~short-term~~time ~~borrowings~~deposits increased by $4213.93 million, ~~for~~or 13.8%, while the ~~year~~cost ~~ended~~of ~~December 31,~~these ~~2024~~deposits ~~compared~~decreased 52 basis points. Contributing to the ~~same~~average ~~period~~growth in ~~2023~~time deposits was an average of $60. ~~Average~~6 ~~long~~million acquired as part of the Center acquisition. Other interest-~~term~~bearing ~~debt~~deposits ~~decreased~~increased an average of $0336.12 million, or 6.0%, while the cost of ~~long-term~~deposits ~~debt~~ decreased by14 4 basis points. Average growth in other-interest bearing deposits attributable to the Center acquisition totaled $98.1 million.

~~Comparing~~The cost of short-term borrowings decreased 93 basis points in comparison to the same period in the prior year. Average short-term borrowings decreased by $349.1 million for the year ended December 31, ~~2024~~2025 ~~with~~compared to the same period in ~~2023,~~2024 ~~changes~~primarily due to the payoff of $516.0 million in ~~rates~~short-term ~~negatively~~borrowings ~~impacted~~related ~~net~~to ~~interest~~the ~~income~~Federal byReserve ~~$8.2~~Term ~~million.~~Funding ~~The~~program ~~higher~~in ~~yield~~the onfourth ~~interest~~quarter of 2024. Average long-~~earning~~term ~~assets~~debt increased ~~net~~$75.8 ~~interest~~million ~~income~~as bya result of a $47127.80 million, ~~while~~FHLB ~~the~~borrowing ~~change~~entered into in the ~~cost~~fourth quarter of ~~interest-bearing~~2024, ~~liabilities~~while ~~negatively~~the ~~impacted~~cost ~~net~~of ~~interest~~long-term ~~income~~debt decreased by ~~$56.0~~44 ~~million~~basis points.

~~Changes~~Comparing inthe year ended December 31, 2025 with the ~~volume~~same ofperiod ~~interest-earning~~in ~~assets~~2024, ~~and~~changes ~~interest-bearing~~in ~~liabilities~~rates positively ~~increased~~impacted net interest income by $128.59 million ~~in the year ended December 31, 2024 compared to the same period in 2023~~. ~~Higher~~The ~~levels~~higher ofyield on interest-earning assets ~~resulted~~increased innet aninterest ~~increase~~income ofby $~~22.~~8.5 million ~~in interest income~~, ~~and~~while ~~changes~~the change in the ~~volume~~cost ~~and mix~~ of interest-bearing liabilities ~~increased~~positively impacted net interest ~~expense~~income by $2120.34 million~~, primarily due to growth in time and savings deposits~~.

~~Net~~Changes in the volume of interest-earning ~~income~~assets ~~was~~and ~~negatively~~interest-bearing ~~impacted~~liabilities bypositively aincreased ~~decrease~~net ofinterest income by $~~147~~18.3 million in ~~average~~the ~~net~~year ~~free~~ended ~~funds at~~ December 31, ~~2024~~2025 as compared to ~~December 31,~~the ~~2023.~~same ~~Average~~period ~~net~~in ~~free~~2024. ~~funds~~Higher ~~are~~levels ~~the excess~~ of ~~noninterest~~interest-~~bearing~~earning ~~demand~~assets ~~deposits,~~resulted ~~other~~in ~~noninterest-bearing~~an ~~liabilities~~increase ~~and~~of ~~shareholders’~~$23.8 ~~equity~~million ~~over~~in ~~noninterest-earning~~interest ~~assets.~~income, ~~The~~and ~~lower~~changes ~~level~~in ofthe ~~net~~volume ~~free~~and ~~funds~~mix ~~was~~of ~~primarily~~interest-bearing ~~the~~liabilities ~~result~~increased ofinterest ~~lower~~expense ~~noninterest-bearing~~by ~~demand~~$5.4 ~~deposits~~million, asprimarily ~~customers~~due ~~became~~to ~~more~~growth ~~rate~~in ~~sensitive~~time and savings deposits.

Net interest income was positively impacted by a decrease of $136.8 million in average net free funds at December 31, 2025 as compared to December 31, 2024. Average net free funds are the excess of noninterest-bearing demand deposits, other noninterest-bearing liabilities and shareholders’ equity over noninterest-earning assets. The higher level of net free funds was primarily the result of growth in noninterest-bearing demand deposits as well as higher average shareholders' equity due to retained earnings and stock issued for the Center acquisition.

The following table reconciles interest income in the Consolidated Statements of Income to net interest income adjusted to a fully taxable equivalent basis for the periods presented:

For the Years Ended December 31,

2024

2023

2022

2025

2024

2023

(dollars in thousands)

Interest income per Consolidated Statements of Income

~~600~~632,~~463~~688

~~529~~600,~~998~~463

~~329~~529,~~953~~998

Adjustment to fully taxable equivalent basis

1,~~347~~382

1,~~237~~347

1,~~049~~237

Interest income adjusted to fully taxable equivalent basis (non-GAAP)

~~601~~634,~~810~~070

~~531~~601,~~235~~810

~~331~~531,~~002~~235

Interest expense

~~221~~206,~~571~~601

~~144~~221,~~322~~571

17144,~~732~~322

Net interest income adjusted to fully taxable equivalent basis (non-GAAP)

~~380~~427,~~239~~469

~~386~~380,~~913~~239

~~313~~386,~~270~~913

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Table of Contents

The following table provides information regarding the average balances and yields or rates on interest-earning assets and interest-bearing liabilities for the periods ended December 31:

	Average Balance Sheets and Net Interest Analysis
	2024						2023						2022
	2025						2024						2023
	AverageBalance		Income /Expense (a)		Yield orRate		AverageBalance		Income /Expense (a)		Yield orRate		AverageBalance		Income /Expense (a)		Yield orRate
	(dollars in thousands)
Assets
Interest-earning assets:
Interest-bearing deposits with banks	$	~~164~~56,~~339~~166	$	92,~~071~~654	54.5273	%	$	~~176~~164,~~146~~339	$	9,~~491~~071	5.3952	%	$	~~188~~176,~~370~~146	$	19,~~722~~491	05.9139	%
Tax-free investment securities	1917,~~965~~680		~~530~~460		2.6560		2119,~~485~~965		~~578~~530		2.6965		2321,~~060~~485		~~606~~578		2.6369
Taxable investment securities	1,~~516~~579,~~847~~540		4956,~~688~~958		3.2861		1,~~239~~516,~~369~~847		2949,~~340~~688		23.3728		1,~~355~~239,~~836~~369		2529,~~545~~340		12.8837
Loans and leases, net of unearnedincome (b)(c)(e)	9,013,742		542,521		6.02		8,714,770		491,826		5.64		7,172,624		303,129		4.23
Loans and leases, net of unearnedincome (b)(c)(d)	9,474,491		573,998		6.06		9,013,742		542,521		6.02		8,714,770		491,826		5.64
Total interest-earning assets	1011,~~714~~127,~~893~~877		~~601~~634,~~810~~070		5.6270		10,~~151~~714,~~770~~893		~~531~~601,~~235~~810		5.2362		810,~~739~~151,~~890~~770		~~331~~531,~~002~~235		35.7923
Noninterest-earning assets:
Cash	~~111~~106,~~997~~569						~~112~~111,~~157~~997						~~111~~112,~~554~~157
Allowance for credit losses	(~~122~~128,~~867~~990)						(~~132~~122,~~046~~867)						(94132,~~912~~046)
Other assets	950,~~943~~699						~~959~~950,~~972~~943						~~818~~959,~~701~~972
Total noninterest-earning assets	~~940~~928,~~073~~278						940,~~083~~073						~~835~~940,~~343~~083
Total Assets	$	1112,~~654~~056,~~966~~155					$	11,~~091~~654,~~853~~966					$	911,~~575~~091,~~233~~853
Liabilities and Shareholders’ Equity
Interest-bearing liabilities:
Interest-bearing demanddeposits (d)	$	1,907,627	$	34,155	1.79	%	$	1,959,595	$	25,652	1.31	%	$	1,596,197	$	1,376	0.09	%
Interest-bearing demanddeposits	$	1,897,654	$	28,077	1.48	%	$	1,907,627	$	34,155	1.79	%	$	1,959,595	$	25,652	1.31	%
Savings deposits (d)	3,728,926		89,852		2.41		3,548,587		54,847		1.55		3,374,638		4,145		0.12
Savings deposits	4,075,057		95,050		2.33		3,728,926		89,852		2.41		3,548,587		54,847		1.55
Time deposits	1,~~549~~763,~~999~~299		6766,~~025~~945		43.3280		~~972~~1,~~735~~549,999		3167,~~907~~025		34.2832		~~352~~972,~~622~~735		131,~~193~~907		03.3428
Short-term borrowings	~~444~~95,~~453~~322		203,~~439~~494		43.6067		~~439~~444,~~556~~453		2120,~~747~~439		4.9560		~~144~~439,~~834~~556		121,~~999~~747		14.3895
Long-term debt	~~186~~262,~~550~~371		1013,~~100~~035		54.4197		186,~~687~~550		10,~~169~~100		5.4541		~~181~~186,~~724~~687		910,~~019~~169		45.9645
Total interest-bearing liabilities	78,~~817~~093,~~555~~703		~~221~~206,~~571~~601		2.8355		7,~~107~~817,~~160~~555		~~144~~221,~~322~~571		2.0383		57,~~650~~107,~~015~~160		17144,~~732~~322		02.3103
Noninterest-bearing liabilities and shareholders’ equity:
Noninterest-bearing demanddeposits (d)	2,298,065						2,552,596						2,708,580
Noninterest-bearing demanddeposits	2,328,689						2,298,065						2,552,596
Other liabilities	~~173~~132,~~426~~792						~~205~~173,~~224~~426						~~147~~205,~~871~~224
Shareholders’ equity	1,~~365~~500,~~920~~971						1,~~226~~365,~~873~~920						1,~~068~~226,~~767~~873
Total noninterest-bearing funding sources	3,~~837~~962,~~411~~452						3,~~984~~837,~~693~~411						3,~~925~~984,~~218~~693
Total Liabilities and Shareholders’ Equity	$	1112,~~654~~056,~~966~~155					$	11,~~091~~654,~~853~~966					$	911,~~575~~091,~~233~~853
Net Interest Income and Net Yield on Interest-Earning Assets			$	~~380~~427,~~239~~469	3.5584	%			$	~~386~~380,~~913~~239	3.8155	%			$	~~313~~386,~~270~~913	3.5881	%

(a)Income on interest-earning assets has been computed on a fully taxable equivalent basis using the federal income tax statutory rate of 21%.

(b)Income on nonaccrual loans is accounted for on the cash basis, and the loan balances are included in interest-earning assets.

(c)Loan income includes loan fees.

(d)~~Average~~Includes ~~balances~~held ~~do not include reallocations from noninterest-bearing demand deposits and interest-bearing demand deposits into savings deposits which were made~~ for ~~regulatory~~sale ~~purposes~~loans.

~~(e)Includes held for sale loans.~~37

Table of Contents

The following table sets forth certain information regarding changes in net interest income attributable to changes in the volume of interest-earning assets and interest-bearing liabilities and changes in the rates for the periods indicated:

Analysis of Year-to-Year Changes in Net Interest Income

2024 Change from 2023

2023 Change from 2022

2025 Change from 2024

2024 Change from 2023

TotalChange

Change DueTo Volume

Change DueTo Rate (a)

TotalChange

Change DueTo Volume

Change DueTo Rate (a)

(dollars in thousands)

Interest-earning assets:

Interest-bearing deposits with banks

(~~420~~6,417)

(~~636~~5,971)

~~216~~(446)

~~7,769~~(420)

(~~111~~636)

~~7,880~~216

Tax-free investment securities

(4870)

(4161)

(79)

(2848)

(41)

13(7)

Taxable investment securities

207,~~348~~270

62,~~576~~056

135,~~772~~214

320,~~795~~348

(26,~~190)~~576

513,~~985~~772

Loans and leases

5031,~~695~~477

1627,~~862~~737

333,~~833~~740

~~188~~50,~~697~~695

6516,~~233~~862

~~123~~33,~~464~~833

Total interest income (b)

7032,~~575~~260

2223,761

478,~~814~~499

~~200~~70,~~233~~575

6222,~~891~~761

~~137~~47,~~342~~814

Interest-bearing liabilities:

Interest-bearing demand deposits

8(6,~~503~~078)

(~~681~~179)

9(5,~~184~~899)

248,~~276~~503

~~327~~(681)

239,~~949~~184

Savings deposits

355,~~005~~198

28,~~795~~342

32(3,~~210~~144)

5035,~~702~~005

~~209~~2,795

5032,~~493~~210

Time deposits

~~35,118~~(80)

189,~~934~~215

16(9,~~184~~295)

3035,~~714~~118

218,~~108~~934

2816,~~606~~184

Short-term borrowings

(116,~~308~~945)

~~242~~(16,060)

(~~1,550~~885)

19(1,~~748~~308)

~~4,067~~242

15(1,~~681~~550)

Long-term debt

~~(69)~~2,935

~~(7)~~4,102

(621,167)

~~1,150~~(69)

~~246~~(7)

~~904~~(62)

Total interest expense

77(14,~~249~~970)

215,~~283~~420

55(20,~~966~~390)

~~126~~77,~~590~~249

621,~~957~~283

~~119~~55,~~633~~966

Net interest income

(647,~~674)~~230

118,~~478~~341

(828,~~152)~~889

73(6,~~643~~674)

551,~~934~~478

17(8,~~709~~152)

(a)Changes in interest income or expense not arising solely as a result of volume or rate variances are allocated to rate variances.

(b)Changes in interest income have been computed on a fully taxable equivalent basis using the 21% federal income tax statutory rate.

Provision for Credit Losses

The provision for credit losses is determined based on management’s estimates of the appropriate level of the allowance for credit losses needed to provide for expected losses inherent in the loan and lease portfolio and on off-balance sheet commitments. The provision for credit losses is an amount added to the allowance against which credit losses are charged.

The provision is a result of management's estimate of credit losses over the contractual life of the loan and lease portfolio. The change in the allowance for credit losses is impacted by estimated expected losses in the portfolio determined by a discounted cash flow analysis considering inputs such as contractual payment schedules, prepayment estimates, historical loss experience, calculated probability of default and loss given default estimates and forecasts for certain macroeconomic variables, such as unemployment, gross domestic product and the housing price index as well as other macroeconomic variables.

The provision for credit losses in ~~2024~~2025 totaled $2936.27 million, reflecting an increase of $147.46 million compared to the $1429.82 million provision recognized in ~~2023~~2024. Included in the provision expense for ~~2023~~2025 was $103.74 million in day 1 non-PCD expense and $0.3 million in expense related to off-balance sheet commitments related to the ~~Centric~~Center acquisition. Provision expense related to outstanding loans and leases, excluding the impact of the day 1 non-PCD expense in ~~2023~~2025, increased $~~25.~~3.1 million in ~~2024~~2025. ~~This~~The ~~increase~~provision ~~can~~for beoff-balance ~~primarily~~sheet ~~attributed~~commitments toincreased $317.2 million in ~~net~~2025 ~~charge-offs~~compared ~~and~~to a2024 ~~$3.1~~as ~~million~~a ~~increase~~result inof ~~specific~~higher ~~reserves. The provision for~~ off-balance sheet commitments ~~decreased~~related ~~$0.3~~to ~~million~~commercial inand ~~2024~~residential ~~compared~~construction toloan ~~2023~~commitments, as awell ~~result~~as the impact of ~~lower~~periodic ~~off-balance~~updates, ~~sheet~~completed ~~commitments~~in the third quarter of 2025, related to ~~construction~~the ~~loans~~expected loss rates for these loan categories.

The level of provision expense in ~~2024~~2025 was primarily related to two loan categories: ~~including~~ the commercial, financial, agricultural and other category asand ~~well as~~ commercial real estate. These two categories accounted for $2726.54 million of the $32.47 million total provision expense for loans and leases. Provision expense for the commercial, financial, agricultural and other category was $1521.89 million in ~~2024~~2025 and ~~was~~included ~~impacted~~$8.5 bymillion anfor ~~increase~~a ofdealer ~~$11.5~~floor ~~million~~plan inrelationship ~~provision~~that ~~expense~~was ~~related~~moved to ~~time~~noanccrual ~~and~~during ~~demand~~the ~~loans~~second ~~and~~quarter anof ~~increase~~2025 ofas ~~$3.4 million~~a inresult ~~provision~~of ~~expense~~being ~~related~~out toof ~~the~~trust ~~equipment~~on ~~finance~~sold ~~portfolio~~vehicles. ~~The~~Also ~~increase~~impacting inthis ~~the~~category ~~provision~~was ~~expense~~$8.0 million recognized related to the ~~time~~equipment ~~and~~finance ~~demand~~portfolio ~~category~~as ~~can~~a beresult ~~attributed~~of to $10265.79 million, inor ~~net~~62%, ~~charges-offs~~loan asgrowth ~~well~~in asthat ancategory. Provision ~~increase~~expense offor ~~$0.7~~the ~~million~~commercial inreal ~~specific~~estate ~~reserves~~category was primarily ~~due~~a toresult ~~new~~of ~~loans~~$4.7 ~~moved~~million tofor ~~nonaccrual~~the ~~during~~non-owner ~~2024.~~occupied ~~The~~real ~~increase~~estate portfolio. Included in ~~the~~ provision expense ~~related~~for to the ~~equipment~~non-owner ~~finance~~occupied portfolio ~~can~~was bea ~~attributed~~$1.7 tomillion ~~growth~~specific inreserve ~~the~~for ~~portfolio~~a ofloan ~~$194.4~~that ~~million,~~was ormoved ~~83%,~~to ~~and~~nonaccrual ~~$1.8~~in ~~million~~the infourth ~~net~~quarter ~~charge-offs~~of 2025. ~~Provision~~ ~~expense~~Additionally, the negative provision for the ~~commercial~~residential real estate category ~~was~~can ~~impacted~~be byattributed ~~$8.5~~to ~~million~~a inslight ~~net charge-offs and an~~ increase inof ~~general reserves due to~~ $7118.6 million in outstanding loan ~~growth.~~balances ~~Additionally,~~offset by the $1impact of lower loss rates.4 ~~million~~The ~~negative~~level of provision expense for ~~the~~loans ~~residential~~to ~~real~~individuals ~~estate~~is ~~category~~related ~~can~~to benet ~~attributed~~charge-offs toin athat category, which totaled $755.25 million ~~decrease~~for ~~in outstanding loan~~

3738

Table of Contents

~~balances. Net charge-offs related to loans to individuals were $6.8 million for~~ the year ended December 31, ~~2024~~2025, including $54.20 million for indirect auto loans and $1.2 million related to other consumer loans.

The table below provides a breakout of the provision for credit losses by loan category for the years ended December 31:

2024

2023

2025

2024

Dollars

Percentage

Dollars

Percentage

(dollars in thousands)

Commercial, financial, agricultural and other

1521,~~834~~906

4975

115,~~148~~834

1749

Time and demand

712,~~310~~503

2343

(47,~~187)~~310

~~(59)~~23

Commercial credit cards

~~149~~262

35149

Equipment finance

67,~~291~~956

1927

26,~~850~~291

4019

Time and demand other

21,~~084~~185

2,~~450~~084

356

Real estate construction

~~(302)~~1,571

~~(1)~~5

(~~3,329~~302)

(471)

Construction other

~~554~~1,307

~~(1,285)~~554

~~(18)~~2

Construction residential

~~(856)~~264

~~(3)~~1

(~~2,044~~856)

(293)

Residential real estate

(~~1,392~~966)

(43)

(1,~~662~~392)

23(4)

Residential first liens

(~~1,194~~861)

(3)

(1,~~588~~194)

22(3)

Residential junior liens/home equity

(~~198~~105)

~~(1)~~—

74(198)

(1)

Commercial real estate

114,~~662~~534

3615

211,~~511~~662

3536

Multifamily

~~198~~563

~~(241)~~198

~~(3)~~1

Non-owner occupied

104,~~416~~700

3216

310,~~297~~416

4632

Owner occupied

~~1,048~~(729)

(3)

~~(545)~~1,048

~~(8)~~3

Loans to individuals

62,~~566~~253

208

56,~~114~~566

7220

Automobile and recreational vehicles

~~4,752~~297

151

4,~~071~~752

5715

Consumer credit cards

~~301~~399

~~163~~301

Consumer other

1,~~513~~557

~~880~~1,513

134

Provision for credit losses on loans and leases

3229,~~368~~298

100

732,~~106~~368

100

Provision for credit losses - acquisition day 1 non-PCD

—3,379

~~10,653~~—

Total provision for credit losses on loans and leases

32,~~368~~677

1732,~~759~~368

Provision for off-balance sheet credit exposure

(34,~~198)~~048

(23,~~946~~198)

Total provision for credit losses

2936,~~170~~725

1429,~~813~~170

The allowance for credit losses was $~~118~~125.98 million, or 1.32%, of total loans and leases outstanding at December 31, ~~2024~~2025, compared to $~~117~~118.79 million, or 1.3132%, at December 31, ~~2023~~2024. Nonperforming loans as a percentage of total loans increased to 0.6897% at December 31, ~~2024~~2025 from 0.4468% at December 31, ~~2023~~2024. The allowance to nonperforming loan ratio was ~~193~~137.51% as of December 31, ~~2024~~2025 and ~~298~~193.25% at December 31, ~~2023~~2024. Net charge-offs were $3129.24 million for the year ended December 31, ~~2024~~2025 compared to $3031.2 million for the same period in ~~2023~~2024, ana ~~increase~~decrease of $1.08 million. During ~~2024~~2025, $117.16 million in charge-offs were recognized ~~related~~as toa ~~loans~~result ~~acquired~~of ~~through~~ the ~~Centric~~previously ~~acquisition;~~mentioned dealer floor plan loan and $25.46 million ofin ~~these~~ charge-offs were ~~specifically~~recorded ~~provided~~when ~~for~~certain ascommercial ~~part~~loans ofwere ~~the~~moved ~~PCD~~to ~~allowance~~held for ~~credit~~sale ~~losses~~during atthe ~~acquisition~~year.

Management believes that the allowance for credit losses is at a level deemed appropriate to absorb expected losses inherent in the loan portfolio at December 31, ~~2024~~2025.

3839

Table of Contents

A detailed analysis of our credit loss experience for the previous five years is shown below:

2024

2023

2022

2021

2020

2025

2024

2023

2022

2021

(dollars in thousands)

Loans and leases outstanding at end of year

89,~~983~~508,~~754~~039

8,~~968~~983,~~761~~754

78,~~642~~968,~~143~~761

67,~~839~~642,~~230~~143

6,~~761~~839,~~183~~230

Average loans outstanding

9,~~013~~474,~~742~~491

89,~~714~~013,~~770~~742

78,~~172~~714,~~624~~770

67,~~777~~172,~~192~~624

6,~~737~~777,~~339~~192

Balance, beginning of year

~~117~~118,~~718~~906

~~102~~117,~~906~~718

92102,~~522~~906

~~101~~92,~~309~~522

51101,~~637~~309

Day 1 allowance for credit loss on PCD acquired loans

—3,560

~~27,205~~—

—27,205

—

Provision for credit losses - acquisition day 1 non-PCD

—3,379

~~10,653~~—

—10,653

—

Adoption of accounting standard - ASU 2016-13

—

13,393

Loans charged off:

Commercial, financial, agricultural and other

1520,~~512~~252

1915,~~199~~512

219,~~361~~199

72,~~020~~361

67,~~318~~020

Real estate construction

1,~~092~~294

—1,092

—

9—

—9

Residential real estate

~~483~~745

~~561~~483

~~339~~561

~~309~~339

~~1,040~~309

Commercial real estate

87,~~678~~188

68,~~277~~678

26,~~487~~277

12,~~659~~487

41,~~939~~659

Loans to individuals

98,~~663~~887

79,~~230~~663

47,~~658~~230

4,~~061~~658

64,~~953~~061

Total loans charged off

3538,~~428~~366

3335,~~267~~428

933,~~845~~267

139,~~058~~845

1913,~~250~~058

Recoveries of loans previously charged off:

Commercial, financial, agricultural and other

~~813~~5,118

~~498~~813

~~394~~498

~~2,430~~394

~~314~~2,430

Real estate construction

6—

—6

9—

~~155~~9

26155

Residential real estate

~~370~~234

~~247~~370

~~187~~247

~~468~~187

~~414~~468

Commercial real estate

~~177~~217

~~151~~177

~~769~~151

~~135~~769

~~312~~135

Loans to individuals

23,~~882~~422

2,~~219~~882

12,~~349~~219

1,~~460~~349

~~991~~1,460

Total recoveries

48,~~248~~991

34,~~115~~248

23,~~708~~115

42,~~648~~708

24,~~057~~648

Net charge-offs

3129,~~180~~375

3031,~~152~~180

730,~~137~~152

87,~~410~~137

178,~~193~~410

Provision charged to expense

3229,~~368~~298

732,~~106~~368

177,~~521~~106

~~(377)~~17,521

~~53,472~~(377)

Balance, end of year

~~118~~125,~~906~~768

~~117~~118,~~718~~906

~~102~~117,~~906~~718

92102,~~522~~906

~~101~~92,~~309~~522

Ratios:

Net charge-offs as a percentage of average loans and leases outstanding

0.3531

0.35

0.1035

0.1210

0.2612

Allowance for credit losses as a percentage of end-of-period loans and leases outstanding

1.32

1.3132

1.3531

1.35

1.5035

3940

Table of Contents

Noninterest Income

The components of noninterest income for each year in the three-year period ended December 31 are as follows:

2024 compared to 2023

2025 compared to 2024

2024

2023

2022

$ Change

% Change

2025

2024

2023

$ Change

% Change

(dollars in thousands)

Noninterest Income:

Trust income

1112,~~821~~907

1011,~~516~~821

10,~~518~~516

1,~~305~~086

129

Service charges on deposit accounts

22,~~518~~774

2122,~~437~~518

1921,~~641~~437

~~1,081~~256

Insurance and retail brokerage commissions

1112,~~546~~652

1011,~~929~~546

910,~~968~~929

~~617~~1,106

610

Income from bank owned life insurance

6,~~361~~877

46,~~875~~361

54,~~459~~875

~~1,486~~516

308

Card-related interchange income

2115,~~887~~611

2821,~~640~~887

2728,~~603~~640

(6,~~753~~276)

(2429)

Swap fee income

~~885~~1,543

~~1,519~~885

41,~~685~~519

~~(634)~~658

~~(42)~~74

Other income

9,~~135~~604

89,~~087~~135

98,~~152~~087

~~1,048~~469

135

Subtotal

8481,~~153~~968

8684,~~003~~153

8786,~~026~~003

(12,~~850~~185)

(23)

Net securities (losses) gains

(5,446)

(103)

(5,343)

5,187

Net securities losses

(4,348)

(5,446)

(103)

1,098

(20)

Gain on VISA exchange

5,~~664~~146

—5,664

—

~~5,664~~(518)

~~100~~(9)

Gain on sale of mortgage loans

57,~~795~~296

35,~~951~~795

53,~~276~~951

1,~~844~~501

4726

Gain on sale of other loans and assets

96,~~111~~888

69,~~744~~111

6,~~036~~744

(2,~~367~~223)

35(24)

Derivative mark to market

(46126)

14(46)

~~368~~14

(6080)

~~(429)~~174

Total noninterest income

9996,~~231~~824

9699,~~609~~231

9896,~~708~~609

(2,~~622~~407)

3(2)

~~Noninterest~~Total noninterest income, (excluding net securities (losses~~) gains~~, gain on VISA exchange, gain on sale of mortgage loans, gain on sale of other loans and assets and the derivatives mark to market), decreased $12.92 million, or 23%, in ~~2024~~2025. This decrease can be attributed to a $6.83 million decline in card-related interchange income resulting from the Company being subject to the Durbin Amendment to the Dodd-Frank Act beginning July 1, 2024. The Durbin Amendment is now applicable to the Company because its total assets exceeded $10.0 billion as of December 31, 2023. ~~The~~ ~~Company~~As ~~will~~a beresult, ~~subject~~its tocurtailment ~~the Durbin Amendment for the full year~~ of ~~2025~~card-related ~~and it is expected to decrease our 2025~~ interchange income bywent aninto ~~additional~~effect ~~$6.0~~on ~~million~~July ~~compared~~1, ~~to the~~ 2024 ~~level~~.

~~Income~~Insurance ~~from~~and ~~bank~~retail ~~owned~~brokerage ~~life~~commissions ~~insurance~~ increased by $1.51 million, ofor ~~which~~10%, ~~$1.0 million was related to an increase~~ in ~~policy~~2025, ~~death benefits. Service charges on deposit accounts increased $1.1 million~~ primarily due to higher ~~business~~annuity ~~account~~sales, ~~analysis~~while ~~income and increased customer activity.~~ Trust income increased $1.31 million, or 9%, due to ~~gains~~revenue infor ~~the value of~~ assets under management. Swap fee income ~~declined~~increased $0.67 million, compared to the prior period, as a result of a ~~decrease~~growth in new interest rate swaps entered into by our commercial loan customers ~~compared to the prior period~~.

Total noninterest income ~~increased~~decreased $2.64 million, or 32%, in comparison to the year ended December 31, ~~2023~~2024. ~~The most significant changes, other than the changes noted above, include a $5.7 million gain related to the conversion and sale of Visa class B shares.~~ Gain on sale of mortgages increased $1.85 million as a result of changes in volume and spread received on mortgage loans sold, and gain on sale of other loans and assets ~~increased~~decreased $2.42 million ~~due~~as toa anresult ~~increase~~of a decline in the volume and spread on the sale of SBA loans. ~~Offsetting these gains are $5.4 million in losses recognized on the sale of $75.1 million in available for sale securities, which were sold in order to reinvest into higher yielding investments.~~

40The most significant changes, other than the changes noted above, include gains on VISA exchange of $5.1 million and $5.7 million for the years ended December 31, 2025 and 2024, respectively, related to the conversion and sale of Visa shares. Offsetting these gains are $4.3 million and $5.4 million in losses recognized on the sale available for sale securities for 2025 and 2024, respectively, which were sold in order to reinvest into higher yielding investments.

Table of Contents

Noninterest Expense

The components of noninterest expense for each year in the three-year period ended December 31 are as follows:

2024 compared to 2023

2025 compared to 2024

2024

2023

2022

$ Change

% Change

2025

2024

2023

$ Change

% Change

(dollars in thousands)

Noninterest Expense:

Salaries and employee benefits

~~149~~163,~~287~~981

~~142~~149,~~871~~287

~~126~~142,~~031~~871

614,~~416~~694

410

Net occupancy

1920,~~783~~714

19,~~221~~783

1819,~~037~~221

~~562~~931

Furniture and equipment

1718,~~453~~161

17,~~308~~453

1517,~~582~~308

~~145~~708

Data processing

1516,~~582~~359

15,~~010~~582

1315,~~922~~010

~~572~~777

Advertising and promotion

56,~~535~~447

5,~~713~~535

5,~~031~~713

~~(178)~~912

~~(3)~~16

Pennsylvania shares tax

54,~~422~~495

45,~~364~~422

4,~~447~~364

~~1,058~~(927)

24(17)

Intangible amortization

5,~~024~~503

45,~~983~~024

34,~~196~~983

41479

110

Other professional fees and services

56,~~533~~892

5,~~919~~533

45,~~894~~919

~~(386)~~1,359

~~(7)~~25

FDIC insurance

56,~~973~~117

65,~~260~~973

26,~~871~~260

~~(287)~~144

~~(5)~~2

Other operating expenses

3538,~~350~~201

3435,~~389~~350

3034,~~748~~389

~~961~~2,851

Subtotal

~~264~~286,~~942~~870

~~256~~264,~~038~~942

~~224~~256,~~759~~038

821,~~904~~928

Loss on sale or write-down of assets

~~451~~654

~~204~~451

~~343~~204

~~247~~203

~~121~~45

Litigation and operational losses

42,~~592~~925

4,~~641~~592

24,~~834~~641

(491,667)

(136)

Loss on early redemption of subordinated debt

~~369~~—

—369

—

(369)

—

Merger and acquisition related

~~391~~4,379

~~9,034~~391

19,~~702~~034

(83,~~643)~~988

~~(96)~~1,020

Total noninterest expense

~~270~~294,~~745~~828

~~269~~270,~~917~~745

~~229~~269,~~638~~917

~~828~~24,083

Total noninterest expense increased $024.81 million compared to the year ended December 31, ~~2023~~2024. Salaries and employee benefits increased $614.47 million. Contributing ~~primarily due~~ to ~~annual~~the ~~merit~~higher salary ~~increases, higher severance~~ expense ~~and an increase~~ in ~~the~~2025 ~~number~~was ofa ~~full-time employees~~$7.7 ~~The~~million ~~number~~increase ofin ~~full~~incentive ~~time equivalent employees totaled 1~~expense,~~475~~ atof ~~December 31,~~which ~~2023, increasing to~~ $1~~,512 at December 31, 2024~~. ~~Increases~~5 inmillion ~~net~~can ~~occupancy~~be ~~expense are~~ attributed to ~~insurance~~finalizing ~~costs~~payments asrelated ~~well~~to asprior ~~higher~~year ~~depreciation~~volumes ~~expenses~~and ~~from~~performance, ~~new~~with orthe ~~improved~~remaining ~~locations. Data~~increase ~~processing costs increased $0.6 million~~ due to ~~continued~~higher ~~investment~~performance inlevels ~~our digital banking~~ and ~~other~~sales ~~product~~volumes ~~offerings~~in 2025. Also ~~The~~impacting ~~level~~salary ofand ~~Pennsylvania~~benefit ~~shares~~expense ~~tax~~is ~~increased~~a $1.19 million asincrease ain ~~result~~401(k) ~~of an increased assessment base due to the Centric acquisition 2023. During 2024~~expense, a $01.41 million increase in ~~remaining~~FICA ~~subordinated~~taxes ~~debt~~and ~~issuance~~a ~~costs~~higher ~~that~~number ~~were being amortized over the life~~ of ~~the~~full ~~instrument~~time ~~were~~equivalent ~~accelerated~~employees, ~~and~~partially ~~recognized~~due into ~~conjunction with~~ the ~~redemption~~Center ~~of $50~~acquisition.0 ~~million~~The innumber ~~subordinated~~of ~~debt.~~full ~~Offsetting~~time ~~these~~equivalent ~~increases~~employees istotaled a1,512 ~~decrease~~at ofDecember 31, ~~$8.6~~2024, ~~million~~increasing into ~~merger~~1,567 ~~and~~at ~~acquisition~~December 31, ~~related expenses associated with the Centric acquisition~~2025.

Net occupancy expense increased $0.9 million due to additional properties acquired as part of the Center acquisition as well as increased snow removal expense.

Pennsylvania shares tax decreased $0.9 million compared to the year ended December 31, 2024 primarily due to higher income generated outside of Pennsylvania resulting from continued growth in our SBA and equipment finance loan portfolios.

Other operating expense increased $2.9 million compared to the prior period primarily due to loan-related appraisals, credit reporting and OREO expense. The increase in other professional fees and services is a result of services and advisors for several areas, none of which were individually material. Merger and acquisition related expenses increased $4.0 million compared to the prior period as a result of the Center acquisition which occurred in the second quarter of 2025.

Income Tax

The provision for income taxes of $3539.61 million in ~~2024~~2025 reflects aan ~~decrease~~increase of $43.94 million compared to the provision for income taxes in ~~2023~~2024 as a result of a $1913.32 million ~~decrease~~increase in the level of income before taxes.

The effective tax rate was 20.04% and 20.50% for tax expense in ~~2024~~2025 and ~~2023~~2024, respectively. We ordinarily generate an annual effective tax rate that is less than the statutory rate due to benefits resulting from tax-exempt interest, income from bank owned life insurance, and tax benefits associated with low -income housing tax credits, all of which are relatively consistent regardless of the level of pretax income.

Financial Condition

First Commonwealth’s total assets increased $0758.1 ~~billion~~million as of December 31, ~~2024~~2025 compared to December 31, ~~2023~~2024. Loans and leases, including loans held for sale, increased $37743.27 million. ~~Loan~~Contributing ~~growth,~~to ~~excluding~~the ~~loans~~loan ~~held~~growth ~~for~~in ~~sale~~2025, inincluding ~~2024 totaled $15.0 million with equipment finance~~ loans ~~accounting for a majority of the growth. Investment securities increased $113.3 million, or 8% and cash and interest-bearing balances with banks decreased $13.6 million, or 9%.~~

First Commonwealth’s total liabilities increased $34.6 million in 2024. Deposits increased $485.7 million and long-term borrowings increased $126.2 million. Short-term borrowings decreased $517.7 million, or 87%. Subordinated debentures decreased $49.4 million due to the early redemption of a $50.0 million issuance.42

Table of Contents

~~Total~~held ~~shareholders'~~for ~~equity~~sale, ~~increased~~were increases of $90265.9 million in ~~2024.~~equipment ~~The~~finance ~~growth~~loans, in$231.3 ~~shareholders'~~million ~~equity~~in ~~was~~commercial ~~the~~real ~~result~~estate ofloans ~~net~~and ~~income of~~ $~~142~~107.60 million in automobile and arecreational $9vehicle loans.2 ~~million~~Investment ~~increase~~securities indecreased ~~accumulated~~$19.6 ~~other~~million, ~~comprehensive~~or ~~income~~1%, ~~offset~~and bycash ~~$52.6~~and ~~million~~interest-bearing inbalances ~~dividends~~with ~~declared~~banks ~~and~~increased $1247.70 million, inor ~~stock repurchases~~35%.

First Commonwealth’s total liabilities increased $608.9 million in 2025. Deposits increased $573.0 million and long-term borrowings decreased $0.8 million. Short-term borrowings increased $67.8 million, or 85%.

Total shareholders' equity increased $149.2 million in 2025. The growth in shareholders' equity was the result of net income of $152.3 million, common stock issued for the Center acquisition of $45.9 million and a $37.9 million increase in accumulated other comprehensive income resulting from changes in the fair value of available for sale investments, offset by $55.5 million in dividends declared and $36.5 million in stock repurchases.

Loan and Lease Portfolio

Following is a summary of our loan and lease portfolio as of December 31:

	2024				2023				2022				2021				2020
	2025				2024				2023				2022				2021
	Amount		%		Amount		%		Amount		%		Amount		%		Amount		%
	(dollars in thousands)
Commercial, financial, agricultural and other	$	12,~~677~~044,989	1922	%	$	1,~~543~~677,~~349~~989	1719	%	$	1,~~211~~543,~~706~~349	1617	%	$	1,~~173~~211,~~452~~706	1716	%	$	1,~~555~~173,~~986~~452	2317	%
Real estate construction	~~483~~462,~~384~~786		5		~~597~~483,~~735~~384		75		~~513~~597,~~101~~735		7		~~494~~513,~~456~~101		7		~~427~~494,~~221~~456		67
Residential real estate	2,~~341~~360,~~703~~285		2625		2,~~416~~341,~~876~~703		2726		2,~~194~~416,~~669~~876		2927		12,~~920~~194,~~250~~669		2829		1,~~750~~920,~~592~~250		2628
Commercial real estate	3,~~124~~182,~~704~~109		3533		3,~~053~~124,~~152~~704		3435		23,~~425~~053,~~012~~152		3134		2,~~251~~425,~~097~~012		3331		2,~~211~~251,~~569~~097		33
Loans to individuals	1,~~355~~457,~~974~~870		15		1,~~357~~355,~~649~~974		15		1,~~297~~357,~~655~~649		1715		~~999~~1,~~975~~297,655		1517		~~815~~999,~~815~~975		1215
Total loans and leases	$	89,~~983~~508,~~754~~039	100	%	$	8,~~968~~983,~~761~~754	100	%	$	78,~~642~~968,~~143~~761	100	%	$	67,~~839~~642,~~230~~143	100	%	$	6,~~761~~839,~~183~~230	100	%

The loan and lease portfolio, excluding loans held for sale, totaled $9.05 billion as of December 31, ~~2024~~2025, reflecting growth of $15524.03 million compared to December 31, ~~2023~~2024. The Center acquisition contributed $292.6 million of this loan growth while the movement of a portfolio of loans to held for sale in the fourth quarter of 2025 negatively impacted the growth by $225.4 million. Commercial, financial, agricultural and other loans increased $~~134~~367.60 million, or 922%, $~~194~~265.49 million of which is a result of growth in the equipment finance portfolio ~~while~~and $92.5 million of which was the result of growth in time and demand loans ~~decreased by $53~~.7 ~~million.~~ Residential real estate loans ~~decreased~~increased $7518.26 million, or 31%, as $82.9 million growth from the Center acquisition was offset by runoff in the portfolio due to a higher percentage of new loans being originated for sale. Commercial real estate loans increased $7157.64 million, or 2%, primarily due to growth in ~~multifamily~~owner- and non-owner occupied properties. ~~Loans~~Growth toin ~~individuals~~commercial ~~decreased~~real estate loans was impacted by the addition of $1114.76 million ~~primarily~~acquired ~~due~~as part of the Center acquisition, offset by $173.9 million of loans moved to aheld ~~decline~~for sale in ~~other~~the ~~consumer~~fourth ~~loans,~~quarter ~~offset~~of by2025. Loans to individuals increased $101.9 million primarily due to growth in indirect auto and recreational vehicle loans.

Loans secured by 1-4 family residential properties in the process of foreclosure totaled $1214.1 million at December 31, ~~2024~~2025 and $912.91 million at December 31, ~~2023~~2024.

The level of the loan portfolio in ~~2023~~2025 was impacted by the ~~Centric~~Center acquisition as well as the movement of a select portfolio of loans to held for sale. To better understand the changes to loan portfolio in ~~2023~~2025, the following table shows a breakdown of our loan portfolio between loans ~~originated and loans~~ acquired through the ~~Centric~~Center acquisition and the portfolio moved to held for sale as of December 31, ~~2023~~2025:

Originated

Acquired (1)

Total

Legacy

Acquired (1)

Portfolio Moved to Held for Sale

Total

(dollars in thousands)

Commercial, financial, agricultural and other

12,~~296~~002,~~982~~037

~~246~~61,~~367~~233

1(18,~~543,349~~281)

2,044,989

Real estate construction

~~516~~452,~~620~~824

8133,~~115~~521

~~597~~(23,~~735~~559)

462,786

Residential real estate

2,~~328~~287,~~360~~045

8882,~~516~~920

2(9,~~416,876~~680)

2,360,285

Commercial real estate

23,~~519~~241,~~053~~403

~~534~~114,~~099~~567

3(173,~~053,152~~861)

3,182,109

Loans to individuals

1,~~356~~457,~~986~~493

~~663~~377

~~1,357,649~~—

1,457,870

Total loans and leases

89,~~018~~440,~~001~~802

~~950~~292,~~760~~618

8(225,~~968,761~~381)

9,508,039

(1) Includes ~~January~~April 3130, ~~2023~~2025 balance of loans acquired as part of the ~~Centric~~Center acquisition plus day 1 gross up of PCD loans.

The majority of our loan and lease portfolio is with borrowers located in the states of Pennsylvania and Ohio. As of December 31, 2024 and 2023, there were no concentrations of loans relating to any industry in excess of 10% of total loans.43

Table of Contents

~~Final~~The ~~loan~~majority ~~maturities~~of our loan and ~~rate~~lease ~~sensitivities~~portfolio ofis ~~the~~with ~~loan~~borrowers ~~portfolio~~located ~~excluding~~in ~~consumer~~the ~~installment~~states ~~and~~of ~~mortgage~~Pennsylvania ~~loans~~and atOhio. As of December 31, 2025 and 2024, there were asno ~~follows:~~concentrations of loans relating to any industry in excess of 10% of total loans.

	WithinOne Year		One to5 Years		After5 Years		Total
	(dollars in thousands)
Commercial, financial, agricultural and other	$	302,928	$	839,189	$	536,631	$	1,678,748
Real estate construction (a)	187,217		221,475		70,510		479,202
Commercial real estate	468,811		1,261,274		1,394,619		3,124,704
Other	14,428		52,646		137,006		204,080
Totals	$	973,384	$	2,374,584	$	2,138,766	$	5,486,734
Loans at fixed interest rates			1,135,724		378,125
Loans at variable interest rates			1,238,860		1,760,641
Totals			$	2,374,584	$	2,138,766

Final loan maturities and rate sensitivities of the loan portfolio excluding consumer installment and mortgage loans at December 31, 2025 were as follows:


	Within One Year		One to 5 Years		After 5 Years		Total
	(dollars in thousands)
Commercial, financial, agricultural and other	$	365,592	$	1,096,527	$	581,498	$	2,043,617
Real estate construction (a)	149,926		246,644		48,357		444,927
Commercial real estate	561,626		1,417,814		1,201,996		3,181,436
Other	22,905		43,344		128,652		194,901
Total	$	1,100,049	$	2,804,329	$	1,960,503	$	5,864,881
Loans at fixed interest rates			1,370,975		323,956
Loans at variable interest rates			1,433,354		1,636,547
Total			$	2,804,329	$	1,960,503

(a)The maturities of real estate construction loans include term commitments that follow the construction period. Loans with these term commitments will be moved to the commercial real estate category when the construction phase of the project is completed.

First Commonwealth has a legal lending limit of $~~190~~204.34 million to any one borrower or closely related group of borrowers, but has established lower thresholds for credit risk management.

Commercial real estate comprises 3533% of our total loan portfolio. Commercial real estate loans are collateralized by real estate properties including, but not limited to, multifamily properties, office, retail, hotels and student housing. The following table summarizes the commercial real estate portfolio by type of property securing the credit as of December 31:

	2024				2023
	2025				2024
	Amount		%		Amount		%
	(dollars in thousands)
Land	$	48,~~495~~757	0.13	%	$	34,~~180~~495	0.1	%
Residential 1-4	115,~~735~~380		0.42		3911,~~776~~735		10.34
Industrial and storage	~~522~~645,~~480~~211		1620.73		~~456~~522,~~759~~480		1516.07
Multifamily	~~610~~576,~~442~~299		1918.51		~~597~~610,~~262~~442		19.65
Office	~~533~~470,~~216~~133		1714.18		~~550~~533,~~889~~216		1817.01
Healthcare	~~153~~143,~~609~~056		4.95		~~149~~153,~~909~~609		4.9
Student housing	~~126~~139,~~688~~645		4.14		88126,~~557~~688		24.91
Retail	~~768~~774,~~067~~070		24.63		~~750~~768,~~899~~067		24.6
Hospitality	~~191~~238,~~372~~531		67.14		~~210~~191,~~485~~372		6.91
Specialty use	~~196~~178,~~946~~940		65.36		~~192~~196,~~570~~946		6.3
Other	52,~~654~~087		0.21		125,~~866~~654		0.42
Total	$	3,~~124~~182,~~704~~109	100.0	%	$	3,~~053~~124,~~152~~704	100.0	%

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The following table represents our commercial real estate portfolio by type of property securing the credit as of December 31, ~~2024~~2025. Total non-pass commercial real estate loans increased by $1317.07 million to $~~109~~127.85 million when compared to December 31, ~~2023~~2024.

Pass

OAEM

Substandard Accruing

Substandard Nonaccruing

Total Non-Pass

Total

% Non-Pass

(dollars in thousands)

Land

48,~~336~~757

—

~~159~~—

—

~~159~~—

48,~~495~~757

~~3.5~~—

Residential 1-4

115,~~383~~092

—

—288

~~352~~—

~~352~~288

115,~~735~~380

35.04

Industrial and storage

~~513~~635,~~241~~669

54,~~258~~856

~~723~~3,950

~~3,258~~736

9,~~239~~542

~~522~~645,~~480~~211

1.85

Multifamily

~~576~~537,~~435~~198

2715,~~085~~357

111,~~104~~732

512,~~818~~012

3439,~~007~~101

~~610~~576,~~442~~299

5.6.8

Office

~~492~~438,~~434~~266

1923,~~148~~190

~~1,099~~209

208,~~535~~468

4031,~~782~~867

~~533~~470,~~216~~133

7.6.8

Healthcare

~~150~~140,~~924~~672

2,~~362~~039

~~323~~306

—39

2,~~685~~384

~~153~~143,~~609~~056

1.7

Student housing

~~126~~134,~~688~~648

—4,997

—

—4,997

~~126~~139,~~688~~645

—3.6

Retail

~~748~~750,~~283~~623

64,~~103~~541

1310,~~170~~545

~~511~~8,361

1923,~~784~~447

~~768~~774,~~067~~070

23.60

Hospitality

~~189~~233,~~963~~302

—5,229

—

~~1,409~~—

15,~~409~~229

~~191~~238,~~372~~531

02.72

Specialty use

~~195~~168,~~673~~421

~~445~~8,883

~~608~~640

~~220~~996

110,~~273~~519

~~196~~178,~~946~~940

05.69

Other

51,~~545~~997

~~109~~90

—

~~109~~90

52,~~654~~087

14.93

Total

3,~~014~~054,~~905~~645

6069,~~510~~182

1727,~~186~~670

3230,~~103~~612

~~109~~127,~~799~~464

3,~~124~~182,~~704~~109

34.50

The office portfolio comprises 1714.18% of total commercial real estate loans and 3725.10% of total commercial real estate non-pass loans. The average loan commitment size for the office portfolio is $10.69 million and the average outstanding balance as of December 31, ~~2024~~2025 is $10.19 million. Within the office portfolio, exposures over $1.0 million have an average debt service coverage ratio of 1.~~46x~~54x, which exceeds our internal guidelines of 1.~~35x~~25x to 1.~~40x~~50x, depending on property class. Additionally, for loans with exposure over $1.0 million, the office portfolio has ana weighted average loan to value of ~~61.0~~54% compared to internal guidelines of 60-75% depending on property class. Our current measure is based off of the most recent appraisal on file, the majority of which are from origination.

AsPortfolio ~~previously noted, portfolio~~ segment limits are approved by our Board of Directors' Risk Committee. These segment limits incorporate loan commitments and are based off of total Tier 1 capital plus the allowable allowance for credit losses. In the second quarter of 2024, after considering the current environment and potential risks related to the office portfolio, the segment limit for the office portfolio was decreased from 65% to 50%, with the actual segment concentration at 4032.4% as of December 31, ~~2024~~2025.

The following table summarizes commercial real estate loans by the location of the properties by which they are collateralized as of December 31, ~~2024~~2025. Some loans are collateralized by multiple properties spread over various states. In those instances the loan is included below based on the location of the primary property collateralizing the loan.

	Balance		% of Total
	(dollars in thousands)
Pennsylvania	$	1,563,966	50	%
Ohio	$	1,371,327	43	%
Ohio	1,164,496		37
Pennsylvania	1,334,018		42
New Jersey	6141,~~066~~244		21
Indiana	5240,~~583~~433		21
Kentucky	51117,~~426~~785		24
New York	4543,~~172~~857		1
Delaware	43,977		1
Other	233,445		8
Other	142,018		5
	$	3,182,109	100	%
	3,124,704		100	%

When calculating the allowance for credit losses the commercial real estate portfolio is segmented into three portfolio segments: multifamily, non-owner occupied and owner occupied. For additional information related to these segments, including credit quality, see Note 9 "Loans and Leases and Allowance for Credit Losses" of the Consolidated Financial Statements.

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Nonperforming Loans

Nonperforming loans include nonaccrual loans and restructured loans. Nonaccrual loans represent loans on which interest accruals have been discontinued. Restructured loans are those loans whose terms have been renegotiated to provide a reduction or deferral of principal or interest as a result of the deteriorating financial position of the borrower under terms not available in the market.

We discontinue interest accruals on a loan when, based on current information and events, it is probable that we will be unable to fully collect principal or interest due according to the contractual terms of the loan. Consumer loans are placed in nonaccrual status at 150 days past due. Other types of loans are typically placed in nonaccrual status when there is evidence of a significantly weakened financial condition or principal and interest is 90 days or more delinquent. Interest received on a nonaccrual loan is normally applied as a reduction to loan principal rather than interest income utilizing the cost recovery methodology of revenue recognition.

Nonperforming loans are closely monitored on an ongoing basis as part of our loan review and work-out process. The estimated credit loss on these loans is evaluated by comparing the loan balance to the fair value of any underlying collateral and the present value of projected future cash flows. Losses are recognized when a loss is expected and the amount is reasonably estimable.

The following is a comparison of nonperforming assets and the effects on interest due to nonaccrual loans for the period ended December 31:

	2024			2023			2022			2021			2020
	2025			2024			2023			2022			2021
	(dollars in thousands)
Nonperforming Loans:
Loans on nonaccrual basis	$	6191,~~456~~756		$	3961,~~472~~456		$	2039,~~193~~472		$	3420,~~926~~193		$	3034,~~801~~926
Loans held for sale on nonaccrual basis	—			—			—			—			13
Troubled debt restructured loans on nonaccrual basis	—			—			—			8,852			13,134
Troubled debt restructured loans on nonaccrual basis	—			—			8,852			13,134			14,740
Troubled debt restructured loans on accrual basis	—			—			—			6,442			7,120
Troubled debt restructured loans on accrual basis	—			—			6,442			7,120			8,512
Total nonperforming loans	$	91,756		$	61,456		$	39,472		$	35,487		$	55,180
Total nonperforming loans	$	61,456		$	39,472		$	35,487		$	55,180		$	54,066
Loans and leases past due in excess of 90 days and still accruing	$	1,288		$	2,064		$	9,436		$	1,991		$	1,606
Loans and leases past due in excess of 90 days and still accruing	$	2,064		$	9,436		$	1,991		$	1,606		$	1,523
Other real estate owned	$	990		$	895		$	422		$	534		$	642
Other real estate owned	$	895		$	422		$	534		$	642		$	1,215
Loans and leases outstanding at end of period	$	9,508,039		$	8,983,754		$	8,968,761		$	7,642,143		$	6,839,230
Loans and leases outstanding at end of period	$	8,983,754		$	8,968,761		$	7,642,143		$	6,839,230		$	6,761,183
Average loans and leases outstanding	$	9,474,491		$	9,013,742		$	8,714,770		$	7,172,624		$	6,777,192
Average loans and leases outstanding	$	9,013,742		$	8,714,770		$	7,172,624		$	6,777,192		$	6,737,339
Nonperforming loans as a percentage of total loans and leases	0.97		%	0.68		%	0.44		%	0.46		%	0.81		%
Nonperforming loans as a percentage of total loans and leases	0.68		%	0.44		%	0.46		%	0.81		%	0.80		%
Provision for credit losses on loans and leases	$	29,298		$	32,368		$	7,106		$	17,521		$	(377)
Provision for credit losses on loans and leases	$	32,368		$	7,106		$	17,521		(377)			53,472
Provision for credit losses - acquisition day 1 non-PCD	$	3,759		$	—		$	10,653		$	—		$	—
Provision for credit losses - acquisition day 1 non-PCD	$	—		$	10,653		$	—		$	—		$	—
Allowance for credit losses	$	125,768		$	118,906		$	117,718		$	102,906		$	92,522
Allowance for credit losses	$	118,906		$	117,718		$	102,906		$	92,522		$	101,309
Net charge-offs	$	29,375		$	31,180		$	30,152		$	7,137		$	8,410
Net charge-offs	$	31,180		$	30,152		$	7,137		$	8,410		$	17,193
Net charge-offs as a percentage of average loans and leases outstanding	0.31		%	0.35		%	0.35		%	0.10		%	0.12		%
Net charge-offs as a percentage of average loans and leases outstanding	0.35		%	0.35		%	0.10		%	0.12		%	0.26		%
Provision for credit losses on loans and leases as a percentage of net charge-offs (b)	99.74		%	103.81		%	23.57		%	245.50		%	(4.48)		%
Provision for credit losses on loans and leases as a percentage of net charge-offs (b)	103.81		%	23.57		%	245.50		%	(4.48)		%	311.01		%
Allowance for credit losses as a percentage of end-of-period loans and leases outstanding (a)	1.32		%	1.32		%	1.31		%	1.35		%	1.35		%
Allowance for credit losses as a percentage of end-of-period loans and leases outstanding (a)	1.32		%	1.31		%	1.35		%	1.35		%	1.50		%
Allowance for credit losses as a percentage of nonperforming loans (a)	137.07		%	193.48		%	298.23		%	289.98		%	167.67		%
Allowance for credit losses as a percentage of nonperforming loans (a)	193.48		%	298.23		%	289.98		%	167.67		%	187.43		%
Gross income that would have been recorded at original rates	$	6,814		$	6,717		$	3,894		$	1,444		$	3,503
Gross income that would have been recorded at original rates	$	6,717		$	3,894		$	1,444		$	3,503		$	3,733
Interest that was reflected in income	1,080			705			530			244			569
Interest that was reflected in income	705			530			244			569			297
Net reduction to interest income due to nonaccrual	$	5,734		$	6,012		$	3,364		$	1,200		$	2,934
Net reduction to interest income due to nonaccrual	$	6,012		$	3,364		$	1,200		$	2,934		$	3,436

(a)End of period loans and nonperforming loans exclude loans held for sale.

(b)Does not include provision for credit losses on loans and leases - acquisition day 1 non-PCD.

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Nonperforming loans increased $2230.03 million to $6191.58 million at December 31, ~~2024~~2025, compared to $3961.5 million at December 31, ~~2023~~2024. ~~The~~During ~~increase~~2025, in$94.1 ~~nonperforming~~million in loans iswere ~~primarily~~moved ato ~~result~~nonaccrual, ofoffset by $6230.93 million in ~~loans~~paydowns ~~being~~and ~~moved~~payoffs, to$5.8 ~~nonaccrual~~million ~~status~~in sales, ~~offset~~and by$27.0 ~~the~~million ~~sale~~in charge-offs. During 2025, two dealer floor plan relationships with balances of $2013.18 million at December 31, 2025 were placed in ~~nonperforming~~nonaccrual ~~loans~~status. asThe ~~well~~relationships astotaled $41.4 million when placed in nonaccrual and subsequently the ~~charge~~balances ~~off~~were reduced by $20.0 million in payments from the liquidation and sale of collateral and by $147.26 million in ~~seven~~chargeoffs. ~~commercial~~In ~~nonperforming~~addition, $8.5 million in the new nonaccrual loans were the result of the Center acquisition. Nonperforming loans as a percentage of total loans increased to 0.6897% from 0.4468% at December 31, ~~2024~~2025 compared to December 31, ~~2023~~2024, respectively.

Net charge-offs were $3129.24 million in ~~2024~~2025 compared to $3031.2 million for the year ~~2023~~2024. The most significant credit losses recognized during the year include a $117.16 million in charge-~~offs~~off ~~related~~recognized toon ~~the~~a ~~Centric~~dealer ~~acquisition.~~floor ~~Net~~plan ~~charge-offs~~relationship, in$2.8 ~~the~~million ~~commercial,~~recognized ~~financial,~~on ~~agricultural~~nonperforming ~~and~~loans ~~other~~acquired ~~category~~from ~~totaled~~the ~~$14.7~~Center ~~million~~acquisition, ~~of which~~ $7.0 million ~~were~~recognized ~~related~~on toautomobile ~~the~~and ~~Centric~~recreational ~~acquisition.~~vehicles ~~Commercial~~and ~~real estate net charge-offs totaled~~ $81.58 million ~~primarily~~recognized ~~due~~on to a ~~$5.4~~non-owner ~~million~~occupied inrelationship ~~charge-offs~~loan. ~~recognized~~Included onin ~~three~~the ~~commercial~~above ~~real~~charge-off ~~estate~~detail ~~relationships~~is ~~and~~ $37.14 million ~~related~~in ~~to the Centric acquisition. Net~~ charge-offs inrelated ~~the~~to loans tothat ~~individuals~~were ~~category~~moved ~~totaled~~to ~~$6.8~~held ~~million~~ for ~~2024,~~sale ~~primarily~~during ~~due to charge-offs of indirect auto loans~~2025. Additional detail on credit risk is included in “Management’s Discussion and Analysis of Financial Condition and Results of Operations” under “Provision for Credit Losses,” “Allowance for Credit Losses" and "Credit Risk.”

Provision for credit losses on loans and leases as a percentage of net charge-offs ~~increased~~decreased to ~~103~~99.87% for the year ended December 31, ~~2024~~2025 from 23103.68% for the year ended December 31, ~~2023~~2024. This change was primarily driven by the $3129.24 million in net charge-offs.

Allowance for Credit Losses

Following is a summary of the allocation of the allowance for credit losses at December 31:

	2024					2023					2022					2021					2020
	2025					2024					2023					2022					2021
	AllowanceAmount			%(a)		AllowanceAmount			%(a)		AllowanceAmount			%(a)		AllowanceAmount			%(a)		AllowanceAmount			%(a)
	(dollars in thousands)
Commercial, financial, agricultural and other	$	2938,~~131~~149		1922	%	$	2729,~~996~~131		1719	%	$	2227,~~650~~996		1617	%	$	1822,~~093~~650		1716	%	$	1718,~~187~~093		2317	%
Real estate construction	67,~~030~~808			5		76,~~418~~030			75		87,~~822~~418			7		48,~~220~~822			7		74,~~966~~220			67
Residential real estate	2221,~~396~~629			2625		2322,~~901~~396			2726		2123,~~412~~901			2927		1221,~~625~~412			2829		1412,~~358~~625			2628
Commercial real estate	40,~~232~~271			3533		3740,~~071~~232			3435		2837,~~804~~071			3134		3328,~~376~~804			3331		4133,~~953~~376			33
Loans to individuals	2117,~~117~~911			15		21,~~332~~117			15		21,~~218~~332			1715		2421,~~208~~218			1517		1924,~~845~~208			1215
Total	$	~~118~~125,~~906~~768				$	~~117~~118,~~718~~906				$	~~102~~117,~~906~~718				$	92102,~~522~~906				$	~~101~~92,~~309~~522
Allowance for credit losses as percentage of end-of-period loans and leases outstanding	1.32		%			1.3132		%			1.3531		%			1.35		%			1.5035		%

(a)Represents the ratio of loans in each category to total loans.

The allowance for credit losses increased $16.29 million from December 31, ~~2023~~2024 to December 31, ~~2024~~2025. The allowance for credit losses as a percentage of end-of-period loans and leases outstanding was 1.32% ~~and 1.31%~~ at both December 31, ~~2024~~2025 and ~~2023~~2024, respectively. The allowance for credit losses includes both a general reserve for performing loans and reserves for individually analyzed loans. Comparing December 31, ~~2024~~2025 to December 31, ~~2023~~2024, the general reserve for performing loans is 1.2422% and 1.2624%, respectively, of total performing loans for both periods. Reserves for individually analyzed loans ~~increased~~decreased from 1113.50% of nonperforming loans at December 31, ~~2023~~2024 to 1310.07% of nonperforming loans at December 31, ~~2024~~2025. The allowance for credit losses as a percentage of nonperforming loans was ~~193~~137.51% and ~~298~~193.25% at December 31, ~~2024~~2025 and ~~2023~~2024, respectively.

The allowance for credit losses represents management’s estimate of expected losses in the loan portfolio at a specific point in time. This estimate includes losses associated with specifically identified loans, as well as estimated credit losses inherent in the remainder of the loan portfolio. Additions are made to the allowance through both periodic provisions charged to income and recoveries of losses previously incurred. Reductions to the allowance occur as loans are charged off. Management evaluates the appropriateness of the allowance at least quarterly, and in doing so relies on various factors including, but not limited to, assessment of historical loss experience, contractual payment schedules, prepayment estimates, calculated probability of default and loss given default estimates and forecasts of certain macroeconomic variables, such as unemployment, gross domestic product, housing price index, business bankruptcies as well as other macroeconomic variables. This evaluation is subjective and requires material estimates that may change over time. For a description of the methodology used to calculate the allowance for credit losses, please refer to “Critical Accounting Policies and Significant Accounting Estimates—Allowance for Credit Losses.”

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Investment Portfolio

Marketable securities that we hold in our investment portfolio, which are classified as “securities available for sale,” act as a source of liquidity. However, we do not anticipate liquidating the investments prior to maturity.

Following is a detailed schedule of the amortized cost of securities available for sale as of December 31:

2024

2023

2022

2025

2024

2023

(dollars in thousands)

Obligations of U.S. Government Agencies:

Mortgage-Backed Securities—Residential

32,~~096~~638

3,~~565~~096

43,~~127~~565

Mortgage-Backed Securities—Commercial

~~779~~701,~~232~~572

~~512~~779,~~979~~232

~~324~~512,~~306~~979

Obligations of U.S. Government-Sponsored Enterprises:

Mortgage-Backed Securities—Residential

~~413~~336,~~434~~493

~~559~~413,~~769~~434

~~527~~559,~~777~~769

Other Government-Sponsored Enterprises

1,000

Obligations of States and Political Subdivisions

87,~~510~~560

98,~~226~~510

9,~~482~~226

Corporate Securities

6246,~~475~~969

5162,~~886~~475

3251,~~010~~886

Total Securities Available for Sale

1,~~267~~096,~~747~~232

1,~~138~~267,~~425~~747

~~898~~1,~~702~~138,425

As of December 31, ~~2024~~2025, securities available for sale had a fair value of $1.10 billion. Gross unrealized gains were $5.47 million and gross unrealized losses were $~~125~~87.67 million. The level of gross unrealized losses is directly related to the increase in market interest rates.

The securities available for sale portfolio ~~increased~~decreased $~~126~~133.64 million, or 12%, as of December 31, ~~2024~~2025 compared to December 31, ~~2023~~2024, as deposit growth provided additional liquidity ~~and~~which ~~investment~~exceeded ~~securities~~funding ~~provided~~needs ~~an opportunity to take advantage~~ of the ~~current~~loan ~~interest rate environment~~portfolio. Most of the ~~growth~~run off in this portfolio ~~was~~is inrelated to the ~~Mortgage-Backed~~sales, ~~Securities~~paydown -and ~~Commercial~~maturity ~~category~~of asmortgage-backed ~~these~~securities. These securities provide ongoing liquidity through regular principal paydowns and additionally can be pledged for borrowings or to secure public deposits.

The following is a schedule of the contractual maturity distribution of securities available for sale at December 31, ~~2024~~2025.

U.S.GovernmentAgencies andCorporations

States andPoliticalSubdivisions

OtherSecurities

TotalAmortizedCost (a)

WeightedAverageYield (b)

(dollars in thousands)

Within 1 year

861,171

~~939~~—

~~6,665~~—

71,~~690~~171

60.5298

After 1 but within 5 years

~~2,737~~580

17,~~720~~560

1227,~~531~~475

1635,~~988~~615

56.2710

After 5 but within 10 years

41,~~723~~686

~~5,851~~—

4319,~~279~~494

5321,~~853~~180

43.2184

After 10 years

1,~~189~~038,~~216~~266

—

1,~~189~~038,~~216~~266

3.4536

Total

1,~~196~~041,~~762~~703

87,~~510~~560

6246,~~475~~969

1,~~267~~096,~~747~~232

3.5346

(a)Equities are excluded from this schedule because they have an indefinite maturity.

(b)Yields are calculated on a taxable equivalent basis, including amortization of premiums or discounts, and represent yield to maturity.

Mortgage-backed securities, which include mortgage-backed obligations of U.S. Government agencies and obligations of U.S. Government-sponsored enterprises, have contractual maturities ranging from less than one year to approximately 4142 years and have anticipated average lives to maturity ranging from less than three years to approximately six years.

The available for sale investment portfolio amortized cost ~~increased~~decreased $~~129~~171.35 million, or 1114%, at December 31, ~~2024~~2025 compared to ~~2023~~2024. Purchases of available for sale investments totaled $~~437~~162.31 million during ~~2024~~2025 and calls or maturities totaled $~~302~~282.57 million. The level of purchases were impacted by liquidity available from increased deposits. Liquidity provided from sales, calls and maturities was utilized to fund growth in the loan portfolio or reinvested into investment securities and interest-bearing deposits with banks.

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Following is a detailed schedule of the amortized cost of securities held to maturity as of December 31:

2024

2023

2022

2025

2024

2023

(dollars in thousands)

Obligations of U.S. Government Agencies:

Mortgage-Backed Securities—Residential

1,~~586~~379

1,~~781~~586

21,~~008~~781

Mortgage-Backed Securities—Commercial

89163,~~404~~625

6989,~~502~~404

7569,~~229~~502

Obligations of U.S. Government-Sponsored Enterprises:

Mortgage-Backed Securities—Residential

~~266~~307,~~587~~676

~~296~~266,~~432~~587

~~329~~296,~~267~~432

Mortgage-Backed Securities—Commercial

—

~~2,190~~—

42,~~794~~190

Other Government-Sponsored Enterprises

2223,~~869~~199

22,~~543~~869

22,~~221~~543

Obligations of States and Political Subdivisions

2422,~~193~~743

2524,~~561~~193

2625,~~643~~561

Debt Securities Issued by Foreign Governments

~~1,000~~800

1,000

Total Securities Held to Maturity

~~405~~519,~~639~~422

~~419~~405,~~009~~639

~~461~~419,~~162~~009

The following is a schedule of the contractual maturity distribution of securities held to maturity at December 31, ~~2024~~2025.

	U.S.GovernmentAgencies andCorporations		States andPoliticalSubdivisions		OtherSecurities		TotalAmortizedCost		WeightedAverageYield (a)
	(dollars in thousands)
Within 1 year	$	—	$	~~503~~1,604	$	200	$	~~703~~1,804	3.0401	%
After 1 but within 5 years	—2,564		1316,~~263~~245		~~800~~600		1419,~~063~~409		2.6441
After 5 but within 10 years	3852,~~571~~502		94,~~864~~330		—		4856,~~435~~832		12.8301
After 10 years	~~341~~440,~~875~~813		~~563~~564		—		~~342~~441,~~438~~377		12.7985
Total	$	~~380~~495,~~446~~879	$	2422,~~193~~743	$	~~1,000~~800	$	~~405~~519,~~639~~422	12.8374	%

(a)Yields are calculated on a taxable equivalent basis, including amortization of premiums or discounts, and represent yield to maturity.

The held to maturity investment portfolio ~~decreased~~increased $13113.48 million, or 328%, at December 31, ~~2024~~2025 compared to ~~2023~~2024. Held to maturity investment purchases of $55192.35 million were offset by the calls or maturities of $6878.03 million in investments.

See Note 8 “Investment Securities" and Note 18 “Fair Values of Assets and Liabilities” for additional information related to the investment portfolio.

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Deposits

Total deposits increased $~~485~~573.70 million in ~~2024~~2025. Interest-bearing demand and savings deposits increased $~~162~~359.03 million, noninterest-bearing demand deposits ~~decreased~~increased $~~138~~123.92 million and time deposits increased $~~462~~90.65 million. The growth and changes in the mix of deposits isin a2025 ~~result~~was ofimpacted ~~customers~~by ~~moving~~$278.0 ~~funds~~million ~~into~~in ~~higher costing~~ deposits acquired as ~~interest~~part ~~rates~~of ~~increased.~~the Center acquisition.

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The following table shows a breakdown of the components of First Commonwealth’s deposits as of the end of the year in the two-year period ending December 31:


	2025						2024
	Originated		Acquired(a)		Amount		Amount(b)
	(dollars in thousands)
Noninterest-bearing deposits	$	2,331,287	$	41,484	$	2,372,771	$	2,249,615
Interest-bearing demand deposits	1,782,509		13,004		1,795,513		688,596
Savings deposits	4,108,572		133,190		4,241,762		4,989,342
Time deposits	1,750,616		90,307		1,840,923		1,750,466
Total deposits	$	9,972,984	$	277,985	$	10,250,969	$	9,678,019

(a) Reflects the deposit balances, including purchase accounting marks, of deposits acquired from Center as of the acquisition date of April 30, 2025.

(b) Category totals have been reclassified to remove the impact of the internal sweep program.

In the table above, compared to amounts previously disclosed, deposits for December 31, 2024 reflect a reclassification of $1.2

billion out of savings deposits into interest-bearing demand deposits. This reclassification removes the impact of an internal

sweep program that has historically been in place for regulatory reserve requirements. In the second quarter of 2025, the

internal sweep program was terminated; therefore, for consistency purposes, interest-bearing demand deposits and savings

deposits for periods prior to June 30, 2025 are now shown without the deposit reclassification.

The level of deposits during any period is influenced by factors outside of management’s control, such as the level of short-term

and long-term market interest rates and yields offered on competing investments, such as money market mutual funds.

For additional information concerning our deposits, please refer to Note 14 “Interest-Bearing Deposits.”

At December 31, ~~2024~~2025 and ~~2023~~2024, time deposits of $100 thousand or more totaled $1,~~018~~061.34 million and $~~725.~~1,018.3 million, respectively. Time deposits of $250 thousand or more had remaining maturities as follows as of the end of each year in the two-year period ended December 31:

	2024				2023
	2025				2024
	Amount		%		Amount		%
	(dollars in thousands)
3 months or less	$	~~215~~210,~~806~~514	4749	%	$	70215,~~122~~806	2447	%
Over 3 months through 6 months	~~101~~142,~~101~~435		2233		62101,~~981~~101		22
Over 6 months through 12 months	~~125~~74,~~863~~259		2717		~~107~~125,~~144~~863		3727
Over 12 months	175,~~081~~209		41		4817,~~508~~081		174
Total	$	~~459~~432,~~851~~417	100	%	$	~~288~~459,~~755~~851	100	%

The estimated total amount of uninsured deposits was $2.69 billion and $2.56 billion at December 31, ~~2024~~2025 and ~~2023~~2024, respectively, of which $0.8 billion and $0.7 billion were secured by pledged investment securities or letters of credit at December 31, ~~2024~~2025 and ~~2023~~2024, respectively. Uninsured amounts are estimated based on known deposit account relationships for each depositor and insurance guidelines provided by the FDIC.

Short-Term Borrowings and Long-Term Debt

Short-term borrowings ~~decreased~~increased $~~517~~67.78 million, or 8785%, from $~~597~~80.81 million at December 31, ~~2023~~2024 to $80148.10 million at December 31, ~~2024~~2025. Long-term debt ~~increased~~decreased $761.2 million, from $~~186~~263.80 million at December 31, ~~2023~~2024 to $~~263~~261.07 million at December 31, ~~2024~~2025. For additional information concerning our short-term borrowings, subordinated debentures and other long-term debt, please refer to Note 15 “Short-term Borrowings,” Note 16 “Subordinated Debentures” and Note 17 “Other Long-term Debt” of the Consolidated Financial Statements.

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Contractual Obligations and Off-Balance Sheet Arrangements

The table below sets forth our contractual obligations to make future payments as of December 31, ~~2024~~2025. For a more detailed description of each category of obligation, refer to the note in our Consolidated Financial Statements indicated in the table below.

FootnoteNumberReference

1 Yearor Less

After 1But Within3 Years

After 3But Within5 Years

After 5Years

Total

(dollars in thousands)

FHLB advances

~~799~~127,830

~~128~~1,~~693~~483

~~861~~242

—

~~130~~129,~~353~~555

Subordinated debentures

—

128,~~305~~466

Operating leases

5,~~516~~351

9,~~725~~812

8,~~949~~895

3330,~~165~~181

5754,~~355~~239

Total contractual obligations

6133,~~315~~181

~~138~~11,~~418~~295

9,~~810~~137

~~161~~158,~~470~~647

~~316~~312,~~013~~260

The table above excludes our cash obligations upon maturity of certificates of deposit, which is set forth in Note 14 “Interest-Bearing Deposits” of the Consolidated Financial Statements.

In addition, see Note 10 “Commitments and Letters of Credit” for detail related to our off-balance sheet commitments to extend credit, financial standby letters of credit, performance standby letters of credit and commercial letters of credit as of December 31, ~~2024~~2025. Commitments to extend credit, standby letters of credit and commercial letters of credit do not necessarily represent future cash requirements since it is unknown if the borrower will draw upon these commitments and often these commitments expire without being drawn upon. As of December 31, ~~2024~~2025, a reserve for expected credit losses of $48.12 million was recorded for unused commitments and letters of credit.

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Liquidity

Liquidity refers to our ability to meet the cash flow requirements of depositors and borrowers, as well as our operating cash needs, with cost-effective funding. Liquidity risk arises from the possibility that we may not be able to meet our financial obligations and operating cash needs or may become overly reliant upon external funding sources. In order to manage this risk, our Board of Directors has established a Liquidity Policy that identifies primary sources of liquidity, establishes procedures for monitoring and measuring liquidity and quantifies minimum liquidity requirements based on limits approved by our Board of Directors. This policy designates our Asset/Liability Committee (“ALCO”) as the body responsible for meeting these objectives. The ALCO, which includes members of executive management, reviews liquidity on a periodic basis and approves significant changes in strategies that affect balance sheet or cash flow positions. Liquidity is centrally managed on a daily basis by our Treasury Department, which monitors it by using such measures as a 30-day liquidity stress analysis, liquidity gap ratios and noncore funding ratios.

We generate funds to meet our cash flow needs primarily through the core deposit base of First Commonwealth Bank and the maturity or repayment of loans and other interest-earning assets, including investments. Core deposits are the most stable source of liquidity a bank can have due to the long-term relationship with a deposit customer. The level of deposits during any period is sometimes influenced by factors outside of management’s control, such as the level of short-term and long-term market interest rates and yields offered on competing investments, such as money market mutual funds. Deposits increased $~~485~~573.70 million during ~~2024~~2025, and comprised 95% ~~and 91%~~ of total liabilities at both December 31, ~~2024~~2025 and ~~2023, respectively~~2024. Proceeds from the sale, maturity and redemption of investment securities totaled $~~370~~429.54 million during ~~2024~~2025 and provided liquidity to fund loans, purchase investment securities and fund depositor withdrawals.

The following represents our expanded sources of liquidity as of December 31, ~~2024~~2025:

	Total Available		Amount Used		Outstanding Letters of Credit		Net Available
	(dollars in thousands)
Internal liquidity sources
Unencumbered securities	$	699,149	$	—	$	—	$	699,149
Other (excess pledged)	79,637		—		—		79,637
External liquidity sources
FHLB advances	2,524,296		185,353		85,185		2,253,758
FRB borrowings	1,091,616		—		—		1,091,616
Lines with other financial institutions	160,000		—		—		160,000
CDARS (1)	1,155,475		14,512		—		1,140,963
Total liquidity	$	5,710,173	$	199,865	$	85,185	$	5,425,123

~~(1)~~Table ~~Reflects~~of ~~internal policy limit. Maximum capacity with CDARs is $1.7 billion.~~Contents

Our participation in the Certificate of Deposit Account Registry Services ("CDARS") program is part of an ALCO strategy to increase and diversify funding sources. As of December 31, 2024, the outstanding CDARS balance of $14.5 million carried an average weighted rate of 3.22% and an average original term of 357 days. These deposits are part of a reciprocal program that allows our depositors to receive expanded FDIC coverage by placing multiple certificates of deposit at other CDARS member banks.


	Total Available		Amount Used		Outstanding Letters of Credit		Net Available
	(dollars in thousands)
Internal liquidity sources
Unencumbered securities	$	547,046	$	—	$	—	$	547,046
Other (excess pledged)	154,458		—		—		154,458
External liquidity sources
FHLB advances	2,830,380		254,555		10,075		2,565,750
FRB borrowings	1,085,534		—		—		1,085,534
Lines with other financial institutions	160,000		—		—		160,000

CDARS (1)	1,231,190		14,957		—		1,216,233

Total liquidity	$	6,008,608	$	269,512	$	10,075	$	5,729,021

(1) Reflects internal policy limit. Maximum capacity with CDARs is $1.8 billion.

Our participation in the Certificate of Deposit Account Registry Services ("CDARS") program is part of an ALCO strategy to increase and diversify funding sources. As of December 31, 2025, the outstanding CDARS balance of $15.0 million carried an average weighted rate of 2.93% and an average original term of 322 days. These deposits are part of a reciprocal program that allows our depositors to receive expanded FDIC coverage by placing multiple certificates of deposit at other CDARS member banks.

Liquidity available through the Federal Reserve is a result of the FRB Borrower-in-Custody of Collateral program, which enables us to take certain loans that are not being used as collateral at the FHLB and pledge them as collateral for borrowings at the FRB.

During 2024, the Company increased its liquidity by purchasing $85.2 million in letters of credit from the FHLB of Pittsburgh, which were then used to secure public deposits. This resulted in a similar amount of previously pledged securities becoming unencumbered.

Refer to “Financial Condition” above for additional information concerning our deposits, loan portfolio, investment securities and borrowings.

Market Risk

Market risk refers to potential losses arising from items such as changes in interest rates, foreign exchange rates, equity prices and commodity prices. Our market risk is composed primarily of interest rate risk. Interest rate risk is comprised of repricing risk, basis risk, yield curve risk and options risk. Repricing risk arises from differences in the cash flow or repricing between asset and liability portfolios. Basis risk arises when asset and liability portfolios are related to different market rate indices, which do not always change by the same amount. Yield curve risk arises when asset and liability portfolios are related to different maturities on a given yield curve; when the yield curve changes shape, the risk position is altered. Options risk arises from “embedded options” within asset and liability products as certain borrowers have the option to prepay their loans when rates fall, while certain depositors can redeem or withdraw their deposits early when rates rise.

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asset and liability portfolios. Basis risk arises when asset and liability portfolios are related to different market rate indices, which do not always change by the same amount. Yield curve risk arises when asset and liability portfolios are related to different maturities on a given yield curve; when the yield curve changes shape, the risk position is altered. Options risk arises from “embedded options” within asset and liability products as certain borrowers have the option to prepay their loans when rates fall, while certain depositors can redeem or withdraw their deposits early when rates rise.

The process by which we manage our interest rate risk is called asset/liability management. The goals of our asset/liability management are increasing net interest income without taking undue interest rate risk or material loss of net market value of our equity, while maintaining adequate liquidity. Net interest income is increased by growing earning assets and increasing the difference between the rate earned on earning assets and the rate paid on interest-bearing liabilities. Liquidity is measured by the ability to meet both depositors’ and credit customers’ requirements.

We use an asset/liability model to measure our interest rate risk. Interest rate risk measures include earnings simulation and gap analysis. Gap analysis is a static measure that does not incorporate assumptions regarding future events. Gap analysis, while a helpful diagnostic tool, displays cash flows for only a single rate environment. Net interest income simulations explicitly measure the exposure to earnings from changes in market rates of interest. Under simulation analysis, our current financial position is combined with assumptions regarding future business to calculate net interest income under various hypothetical rate scenarios. Our net interest income simulations assume a level balance sheet whereby new volume equals run-off. The ALCO reviews earnings simulations over multiple years under various interest rate scenarios. Reviewing these various measures provides us with a reasonably comprehensive view of our interest rate profile.

The following gap analysis compares the difference between the amount of interest-earning assets and interest-bearing liabilities subject to repricing over a period of time. The ratio of rate sensitive assets to rate sensitive liabilities repricing within a one-year period was 0.6870 and 0.6968 at December 31, ~~2024~~2025 and ~~2023~~2024, respectively. A ratio of less than one indicates a higher level of repricing liabilities over repricing assets over the next twelve months. The level of First Commonwealth's ratio is largely driven by the modeling of interest-bearing non-maturity deposits, which are included in the analysis as repricing within one year.

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Following is the gap analysis as of December 31:


	2025
	0-90 Days		91-180 Days		181-365 Days		Cumulative 0-365 Days		Over 1 Year Through 5 Years		Over 5 Years
	(dollars in thousands)
Loans and leases	$	3,962,518	$	534,440	$	846,281	$	5,343,239	$	3,308,592	$	724,461
Investments	83,620		64,581		134,135		282,336		676,118		657,200
Other interest-earning assets	75,812		—		—		75,812		—		1,270
Total interest-sensitive assets (ISA)	4,121,950		599,021		980,416		5,701,387		3,984,710		1,382,931
Certificates of deposit	770,770		629,285		367,335		1,767,390		72,102		916
Other deposits	6,037,275		—		—		6,037,275		—		—
Borrowings	227,167		215		127,431		354,813		51,693		—
Total interest-sensitive liabilities (ISL)	7,035,212		629,500		494,766		8,159,478		123,795		916
Gap	$	(2,913,262)	$	(30,479)	$	485,650	$	(2,458,091)	$	3,860,915	$	1,382,015
ISA/ISL

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