XML 36 R62.htm IDEA: XBRL DOCUMENT v2.4.1.9
DERIVATIVE INSTRUMENTS AND HEDGING ACTIVITIES (Details) (USD $)
3 Months Ended 12 Months Ended
Mar. 31, 2015
Mar. 31, 2014
Dec. 31, 2014
Derivative instruments and hedging activities      
Cash pledged as collateral to derivative counterparties $ 5,300,000us-gaap_DerivativeCollateralRightToReclaimCash    
Amortized cost of securities pledged as collateral to derivative counterparties 27,500,000bhlb_DerivativeSecuritiesPledgedAsCollateralAmortizedCost    
Fair value of securities as pledged collateral to derivative counterparties 27,700,000us-gaap_FinancialInstrumentsOwnedAndPledgedAsCollateralAtFairValue    
Interest rate swap agreements and non-hedging derivative assets and liabilities      
Notional Amount 1,092,436,000invest_DerivativeNotionalAmount   1,034,667,000invest_DerivativeNotionalAmount
Estimated Fair Value Asset (Liability) (9,471,000)us-gaap_DerivativeAssetsLiabilitiesAtFairValueNet   (5,815,000)us-gaap_DerivativeAssetsLiabilitiesAtFairValueNet
Interest rate swaps      
Reclassification of unrealized loss from accumulated other comprehensive income to interest expense 7,258,000us-gaap_InterestExpense 7,029,000us-gaap_InterestExpense  
Net interest expense recognized in interest expense 2,309,000us-gaap_InterestExpenseBorrowings 2,308,000us-gaap_InterestExpenseBorrowings  
FHLBB borrowings      
Interest rate swaps      
Extinguishment of FHLB advances   215,000,000us-gaap_ExtinguishmentOfDebtAmount
/ us-gaap_FairValueByLiabilityClassAxis
= us-gaap_FederalHomeLoanBankBorrowingsMember
 
Loss reclassified from the effective portion of the unrealized changes in the fair value of the derivatives   8,600,000us-gaap_DerivativeInstrumentsLossReclassifiedFromAccumulatedOCIIntoIncomeEffectivePortion
/ us-gaap_FairValueByLiabilityClassAxis
= us-gaap_FederalHomeLoanBankBorrowingsMember
 
Cash flow hedges      
Interest rate swap agreements and non-hedging derivative assets and liabilities      
Notional Amount 300,000,000invest_DerivativeNotionalAmount
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_CashFlowHedgingMember
  300,000,000invest_DerivativeNotionalAmount
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_CashFlowHedgingMember
Estimated Fair Value Asset (Liability) (7,200,000)us-gaap_DerivativeAssetsLiabilitiesAtFairValueNet
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_CashFlowHedgingMember
  (3,299,000)us-gaap_DerivativeAssetsLiabilitiesAtFairValueNet
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_CashFlowHedgingMember
Economic hedges      
Interest rate swap agreements and non-hedging derivative assets and liabilities      
Notional Amount 724,062,000invest_DerivativeNotionalAmount
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= bhlb_EconomicHedgingMember
  695,078,000invest_DerivativeNotionalAmount
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= bhlb_EconomicHedgingMember
Estimated Fair Value Asset (Liability) (3,248,000)us-gaap_DerivativeAssetsLiabilitiesAtFairValueNet
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= bhlb_EconomicHedgingMember
  (3,141,000)us-gaap_DerivativeAssetsLiabilitiesAtFairValueNet
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= bhlb_EconomicHedgingMember
Interest rate swaps      
Credit valuation adjustments 38,600bhlb_DerivativeCreditRiskValuationAdjustmentDerivativeAssetsLiabilitiesNet
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= bhlb_EconomicHedgingMember
   
Economic hedges | Tax advantaged economic development bonds      
Interest rate swaps      
Fixed rate of interest (as a percent) 5.09%us-gaap_DerivativeFixedInterestRate
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= bhlb_EconomicHedgingMember
/ us-gaap_FairValueByLiabilityClassAxis
= us-gaap_NontaxableMunicipalBondsMember
   
Life of the bond 21 years    
Non-hedging derivatives      
Interest rate swap agreements and non-hedging derivative assets and liabilities      
Notional Amount 68,374,000invest_DerivativeNotionalAmount
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= bhlb_NonhedgingMember
  39,589,000invest_DerivativeNotionalAmount
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= bhlb_NonhedgingMember
Estimated Fair Value Asset (Liability) 977,000us-gaap_DerivativeAssetsLiabilitiesAtFairValueNet
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= bhlb_NonhedgingMember
  625,000us-gaap_DerivativeAssetsLiabilitiesAtFairValueNet
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= bhlb_NonhedgingMember
Interest rate swaps | FHLBB borrowings      
Interest rate swaps      
Notional amount of derivative contract terminated   30,000,000bhlb_DerivativeNotionalAmountOfTerminatedContract
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_FairValueByLiabilityClassAxis
= us-gaap_FederalHomeLoanBankBorrowingsMember
 
Interest rate swaps | 90 day rolling FHLB advances      
Interest rate swaps      
Notional amount of derivative contract terminated   145,000,000bhlb_DerivativeNotionalAmountOfTerminatedContract
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_FairValueByLiabilityClassAxis
= bhlb_NinetyDayRollingFederalHomeLoanBankBorrowingsMember
 
Interest rate swaps | Cash flow hedges      
Interest rate swaps      
Other comprehensive income recorded in accumulated other comprehensive income, net of reclassification adjustments and tax effects (2,329,000)us-gaap_OtherComprehensiveIncomeLossDerivativesQualifyingAsHedgesNetOfTax
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_CashFlowHedgingMember
(3,815,000)us-gaap_OtherComprehensiveIncomeLossDerivativesQualifyingAsHedgesNetOfTax
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_CashFlowHedgingMember
 
Interest rate swaps | Cash flow hedges | FHLBB borrowings      
Cash flow hedges:      
Maturity period with fixed interest rate 1 month    
Period of rolling advances 1 month    
Interest rate swaps      
Unrealized (loss) recognized in accumulated other comprehensive loss (3,901,000)us-gaap_UnrealizedGainLossOnInterestRateCashFlowHedgesPretaxAccumulatedOtherComprehensiveIncomeLoss
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_CashFlowHedgingMember
/ us-gaap_FairValueByLiabilityClassAxis
= us-gaap_FederalHomeLoanBankBorrowingsMember
(785,000)us-gaap_UnrealizedGainLossOnInterestRateCashFlowHedgesPretaxAccumulatedOtherComprehensiveIncomeLoss
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_CashFlowHedgingMember
/ us-gaap_FairValueByLiabilityClassAxis
= us-gaap_FederalHomeLoanBankBorrowingsMember
 
Reclassification of unrealized loss from accumulated other comprehensive income to other non-interest expense for termination of swaps   8,630,000us-gaap_DerivativeNetHedgeIneffectivenessGainLoss
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_CashFlowHedgingMember
/ us-gaap_FairValueByLiabilityClassAxis
= us-gaap_FederalHomeLoanBankBorrowingsMember
 
Reclassification of unrealized deferred tax (benefit) from accumulated other comprehensive income to tax expense for terminated swaps   (3,611,000)bhlb_InterestRateCashFlowHedgeUnrealizedDeferredTaxBenefitOnSwapsTerminationReclassifiedToEarnings
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_CashFlowHedgingMember
/ us-gaap_FairValueByLiabilityClassAxis
= us-gaap_FederalHomeLoanBankBorrowingsMember
 
Net tax benefit on items recognized in accumulated other comprehensive income 1,572,000us-gaap_OtherComprehensiveIncomeLossDerivativesQualifyingAsHedgesTax
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_CashFlowHedgingMember
/ us-gaap_FairValueByLiabilityClassAxis
= us-gaap_FederalHomeLoanBankBorrowingsMember
314,000us-gaap_OtherComprehensiveIncomeLossDerivativesQualifyingAsHedgesTax
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_CashFlowHedgingMember
/ us-gaap_FairValueByLiabilityClassAxis
= us-gaap_FederalHomeLoanBankBorrowingsMember
 
Interest rate swaps | Cash flow hedges | Junior subordinated debentures      
Interest rate swaps      
Unrealized (loss) recognized in accumulated other comprehensive loss   (1,000)us-gaap_UnrealizedGainLossOnInterestRateCashFlowHedgesPretaxAccumulatedOtherComprehensiveIncomeLoss
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_CashFlowHedgingMember
/ us-gaap_FairValueByLiabilityClassAxis
= us-gaap_JuniorSubordinatedDebtMember
 
Reclassification of unrealized loss from accumulated other comprehensive income to interest expense   129,000us-gaap_InterestExpense
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_CashFlowHedgingMember
/ us-gaap_FairValueByLiabilityClassAxis
= us-gaap_JuniorSubordinatedDebtMember
 
Net tax benefit on items recognized in accumulated other comprehensive income   (51,000)us-gaap_OtherComprehensiveIncomeLossDerivativesQualifyingAsHedgesTax
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_CashFlowHedgingMember
/ us-gaap_FairValueByLiabilityClassAxis
= us-gaap_JuniorSubordinatedDebtMember
 
Net interest expense recognized in interest expense   129,000us-gaap_InterestExpenseBorrowings
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_CashFlowHedgingMember
/ us-gaap_FairValueByLiabilityClassAxis
= us-gaap_JuniorSubordinatedDebtMember
 
Interest rate swaps | Economic hedges      
Interest rate swap agreements and non-hedging derivative assets and liabilities      
Notional Amount 585,600,000invest_DerivativeNotionalAmount
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= bhlb_EconomicHedgingMember
   
Interest rate swaps | Economic hedges | Tax advantaged economic development bonds      
Interest rate swap agreements and non-hedging derivative assets and liabilities      
Notional Amount 12,412,000invest_DerivativeNotionalAmount
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= bhlb_EconomicHedgingMember
/ us-gaap_FairValueByLiabilityClassAxis
= us-gaap_NontaxableMunicipalBondsMember
  12,554,000invest_DerivativeNotionalAmount
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= bhlb_EconomicHedgingMember
/ us-gaap_FairValueByLiabilityClassAxis
= us-gaap_NontaxableMunicipalBondsMember
Weighted Average Rate, Received (as a percent) 0.52%bhlb_DerivativeWeightedAverageRateReceived
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= bhlb_EconomicHedgingMember
/ us-gaap_FairValueByLiabilityClassAxis
= us-gaap_NontaxableMunicipalBondsMember
  0.52%bhlb_DerivativeWeightedAverageRateReceived
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= bhlb_EconomicHedgingMember
/ us-gaap_FairValueByLiabilityClassAxis
= us-gaap_NontaxableMunicipalBondsMember
Weighted Average Rate, Contract pay rate (as a percent) 5.09%bhlb_DerivativeWeightedAverageRatePaid
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= bhlb_EconomicHedgingMember
/ us-gaap_FairValueByLiabilityClassAxis
= us-gaap_NontaxableMunicipalBondsMember
  5.09%bhlb_DerivativeWeightedAverageRatePaid
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= bhlb_EconomicHedgingMember
/ us-gaap_FairValueByLiabilityClassAxis
= us-gaap_NontaxableMunicipalBondsMember
Estimated Fair Value Asset (Liability) (2,799,000)us-gaap_DerivativeAssetsLiabilitiesAtFairValueNet
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= bhlb_EconomicHedgingMember
/ us-gaap_FairValueByLiabilityClassAxis
= us-gaap_NontaxableMunicipalBondsMember
  (2,578,000)us-gaap_DerivativeAssetsLiabilitiesAtFairValueNet
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= bhlb_EconomicHedgingMember
/ us-gaap_FairValueByLiabilityClassAxis
= us-gaap_NontaxableMunicipalBondsMember
Interest rate swaps | Economic hedges | Tax advantaged economic development bonds | Weighted Average      
Interest rate swap agreements and non-hedging derivative assets and liabilities      
Weighted Average Maturity 14 years 8 months 12 days   14 years 10 months 24 days
Interest rate swaps | Economic hedges | Loans with commercial loan customers      
Interest rate swap agreements and non-hedging derivative assets and liabilities      
Notional Amount 286,590,000invest_DerivativeNotionalAmount
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= bhlb_EconomicHedgingMember
/ us-gaap_FairValueByLiabilityClassAxis
= us-gaap_CommercialPaperMember
  297,158,000invest_DerivativeNotionalAmount
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= bhlb_EconomicHedgingMember
/ us-gaap_FairValueByLiabilityClassAxis
= us-gaap_CommercialPaperMember
Weighted Average Rate, Received (as a percent) 2.19%bhlb_DerivativeWeightedAverageRateReceived
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= bhlb_EconomicHedgingMember
/ us-gaap_FairValueByLiabilityClassAxis
= us-gaap_CommercialPaperMember
  2.23%bhlb_DerivativeWeightedAverageRateReceived
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= bhlb_EconomicHedgingMember
/ us-gaap_FairValueByLiabilityClassAxis
= us-gaap_CommercialPaperMember
Weighted Average Rate, Contract pay rate (as a percent) 4.59%bhlb_DerivativeWeightedAverageRatePaid
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= bhlb_EconomicHedgingMember
/ us-gaap_FairValueByLiabilityClassAxis
= us-gaap_CommercialPaperMember
  4.54%bhlb_DerivativeWeightedAverageRatePaid
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= bhlb_EconomicHedgingMember
/ us-gaap_FairValueByLiabilityClassAxis
= us-gaap_CommercialPaperMember
Estimated Fair Value Asset (Liability) (15,405,000)us-gaap_DerivativeAssetsLiabilitiesAtFairValueNet
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= bhlb_EconomicHedgingMember
/ us-gaap_FairValueByLiabilityClassAxis
= us-gaap_CommercialPaperMember
  (12,183,000)us-gaap_DerivativeAssetsLiabilitiesAtFairValueNet
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= bhlb_EconomicHedgingMember
/ us-gaap_FairValueByLiabilityClassAxis
= us-gaap_CommercialPaperMember
Economic hedges and non-hedging derivatives      
Unrealized (loss) gain recognized in other non-interest income (3,114,000)us-gaap_GainLossOnInterestRateDerivativeInstrumentsNotDesignatedAsHedgingInstruments
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= bhlb_EconomicHedgingMember
/ us-gaap_FairValueByLiabilityClassAxis
= us-gaap_CommercialPaperMember
187,000us-gaap_GainLossOnInterestRateDerivativeInstrumentsNotDesignatedAsHedgingInstruments
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= bhlb_EconomicHedgingMember
/ us-gaap_FairValueByLiabilityClassAxis
= us-gaap_CommercialPaperMember
 
Favorable change in credit valuation adjustment recognized in other non-interest income 1,000bhlb_DerivativeInstrumentsFavorableChangesInCreditValuationAdjustmentRecognizedInOtherNonInterestIncome
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= bhlb_EconomicHedgingMember
/ us-gaap_FairValueByLiabilityClassAxis
= us-gaap_CommercialPaperMember
7,000bhlb_DerivativeInstrumentsFavorableChangesInCreditValuationAdjustmentRecognizedInOtherNonInterestIncome
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= bhlb_EconomicHedgingMember
/ us-gaap_FairValueByLiabilityClassAxis
= us-gaap_CommercialPaperMember
 
Interest rate swaps | Economic hedges | Loans with commercial loan customers | Weighted Average      
Interest rate swap agreements and non-hedging derivative assets and liabilities      
Weighted Average Maturity 6 years   6 years
Interest rate swaps | Economic hedges | Industrial revenue bond      
Economic hedges and non-hedging derivatives      
Unrealized (loss) gain recognized in other non-interest income (271,000)us-gaap_GainLossOnInterestRateDerivativeInstrumentsNotDesignatedAsHedgingInstruments
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= bhlb_EconomicHedgingMember
/ us-gaap_FairValueByLiabilityClassAxis
= bhlb_IndustrialRevenueBondMember
(381,000)us-gaap_GainLossOnInterestRateDerivativeInstrumentsNotDesignatedAsHedgingInstruments
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= bhlb_EconomicHedgingMember
/ us-gaap_FairValueByLiabilityClassAxis
= bhlb_IndustrialRevenueBondMember
 
Forward-starting interest rate swaps | 90 day rolling FHLB advances      
Interest rate swaps      
Notional amount of derivative contract terminated   235,000,000bhlb_DerivativeNotionalAmountOfTerminatedContract
/ us-gaap_DerivativeInstrumentRiskAxis
= bhlb_ForwardStartingInterestRateSwapMember
/ us-gaap_FairValueByLiabilityClassAxis
= bhlb_NinetyDayRollingFederalHomeLoanBankBorrowingsMember
 
Forward-starting interest rate swaps | Cash flow hedges      
Cash flow hedges:      
Number of instruments 6us-gaap_DerivativeNumberOfInstrumentsHeld
/ us-gaap_DerivativeInstrumentRiskAxis
= bhlb_ForwardStartingInterestRateSwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_CashFlowHedgingMember
   
Durations of derivative instruments 3 months    
Forward-starting interest rate swaps | Cash flow hedges | FHLBB borrowings      
Interest rate swap agreements and non-hedging derivative assets and liabilities      
Notional Amount 300,000,000invest_DerivativeNotionalAmount
/ us-gaap_DerivativeInstrumentRiskAxis
= bhlb_ForwardStartingInterestRateSwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_CashFlowHedgingMember
/ us-gaap_FairValueByLiabilityClassAxis
= us-gaap_FederalHomeLoanBankBorrowingsMember
  300,000,000invest_DerivativeNotionalAmount
/ us-gaap_DerivativeInstrumentRiskAxis
= bhlb_ForwardStartingInterestRateSwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_CashFlowHedgingMember
/ us-gaap_FairValueByLiabilityClassAxis
= us-gaap_FederalHomeLoanBankBorrowingsMember
Weighted Average Rate, Received (as a percent) 0.00%bhlb_DerivativeWeightedAverageRateReceived
/ us-gaap_DerivativeInstrumentRiskAxis
= bhlb_ForwardStartingInterestRateSwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_CashFlowHedgingMember
/ us-gaap_FairValueByLiabilityClassAxis
= us-gaap_FederalHomeLoanBankBorrowingsMember
  0.00%bhlb_DerivativeWeightedAverageRateReceived
/ us-gaap_DerivativeInstrumentRiskAxis
= bhlb_ForwardStartingInterestRateSwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_CashFlowHedgingMember
/ us-gaap_FairValueByLiabilityClassAxis
= us-gaap_FederalHomeLoanBankBorrowingsMember
Weighted Average Rate, Contract pay rate (as a percent) 2.29%bhlb_DerivativeWeightedAverageRatePaid
/ us-gaap_DerivativeInstrumentRiskAxis
= bhlb_ForwardStartingInterestRateSwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_CashFlowHedgingMember
/ us-gaap_FairValueByLiabilityClassAxis
= us-gaap_FederalHomeLoanBankBorrowingsMember
  2.29%bhlb_DerivativeWeightedAverageRatePaid
/ us-gaap_DerivativeInstrumentRiskAxis
= bhlb_ForwardStartingInterestRateSwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_CashFlowHedgingMember
/ us-gaap_FairValueByLiabilityClassAxis
= us-gaap_FederalHomeLoanBankBorrowingsMember
Estimated Fair Value Asset (Liability) (7,200,000)us-gaap_DerivativeAssetsLiabilitiesAtFairValueNet
/ us-gaap_DerivativeInstrumentRiskAxis
= bhlb_ForwardStartingInterestRateSwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_CashFlowHedgingMember
/ us-gaap_FairValueByLiabilityClassAxis
= us-gaap_FederalHomeLoanBankBorrowingsMember
  (3,299,000)us-gaap_DerivativeAssetsLiabilitiesAtFairValueNet
/ us-gaap_DerivativeInstrumentRiskAxis
= bhlb_ForwardStartingInterestRateSwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_CashFlowHedgingMember
/ us-gaap_FairValueByLiabilityClassAxis
= us-gaap_FederalHomeLoanBankBorrowingsMember
Forward-starting interest rate swaps | Cash flow hedges | FHLBB borrowings | Weighted Average      
Interest rate swap agreements and non-hedging derivative assets and liabilities      
Weighted Average Maturity 4 years   4 years 3 months 18 days
Reverse interest rate swaps | Economic hedges | Loans with commercial loan customers      
Interest rate swap agreements and non-hedging derivative assets and liabilities      
Notional Amount 286,590,000invest_DerivativeNotionalAmount
/ us-gaap_DerivativeInstrumentRiskAxis
= bhlb_ReverseInterestRateSwapsMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= bhlb_EconomicHedgingMember
/ us-gaap_FairValueByLiabilityClassAxis
= us-gaap_CommercialPaperMember
  297,158,000invest_DerivativeNotionalAmount
/ us-gaap_DerivativeInstrumentRiskAxis
= bhlb_ReverseInterestRateSwapsMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= bhlb_EconomicHedgingMember
/ us-gaap_FairValueByLiabilityClassAxis
= us-gaap_CommercialPaperMember
Weighted Average Rate, Received (as a percent) 4.59%bhlb_DerivativeWeightedAverageRateReceived
/ us-gaap_DerivativeInstrumentRiskAxis
= bhlb_ReverseInterestRateSwapsMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= bhlb_EconomicHedgingMember
/ us-gaap_FairValueByLiabilityClassAxis
= us-gaap_CommercialPaperMember
  4.54%bhlb_DerivativeWeightedAverageRateReceived
/ us-gaap_DerivativeInstrumentRiskAxis
= bhlb_ReverseInterestRateSwapsMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= bhlb_EconomicHedgingMember
/ us-gaap_FairValueByLiabilityClassAxis
= us-gaap_CommercialPaperMember
Weighted Average Rate, Contract pay rate (as a percent) 2.19%bhlb_DerivativeWeightedAverageRatePaid
/ us-gaap_DerivativeInstrumentRiskAxis
= bhlb_ReverseInterestRateSwapsMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= bhlb_EconomicHedgingMember
/ us-gaap_FairValueByLiabilityClassAxis
= us-gaap_CommercialPaperMember
  2.23%bhlb_DerivativeWeightedAverageRatePaid
/ us-gaap_DerivativeInstrumentRiskAxis
= bhlb_ReverseInterestRateSwapsMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= bhlb_EconomicHedgingMember
/ us-gaap_FairValueByLiabilityClassAxis
= us-gaap_CommercialPaperMember
Estimated Fair Value Asset (Liability) 15,444,000us-gaap_DerivativeAssetsLiabilitiesAtFairValueNet
/ us-gaap_DerivativeInstrumentRiskAxis
= bhlb_ReverseInterestRateSwapsMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= bhlb_EconomicHedgingMember
/ us-gaap_FairValueByLiabilityClassAxis
= us-gaap_CommercialPaperMember
  12,221,000us-gaap_DerivativeAssetsLiabilitiesAtFairValueNet
/ us-gaap_DerivativeInstrumentRiskAxis
= bhlb_ReverseInterestRateSwapsMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= bhlb_EconomicHedgingMember
/ us-gaap_FairValueByLiabilityClassAxis
= us-gaap_CommercialPaperMember
Economic hedges and non-hedging derivatives      
Unrealized (loss) gain recognized in other non-interest income 3,114,000us-gaap_GainLossOnInterestRateDerivativeInstrumentsNotDesignatedAsHedgingInstruments
/ us-gaap_DerivativeInstrumentRiskAxis
= bhlb_ReverseInterestRateSwapsMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= bhlb_EconomicHedgingMember
/ us-gaap_FairValueByLiabilityClassAxis
= us-gaap_CommercialPaperMember
(187,000)us-gaap_GainLossOnInterestRateDerivativeInstrumentsNotDesignatedAsHedgingInstruments
/ us-gaap_DerivativeInstrumentRiskAxis
= bhlb_ReverseInterestRateSwapsMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= bhlb_EconomicHedgingMember
/ us-gaap_FairValueByLiabilityClassAxis
= us-gaap_CommercialPaperMember
 
Reverse interest rate swaps | Economic hedges | Loans with commercial loan customers | Weighted Average      
Interest rate swap agreements and non-hedging derivative assets and liabilities      
Weighted Average Maturity 6 years   6 years
Risk participation agreements | Economic hedges      
Interest rate swap agreements and non-hedging derivative assets and liabilities      
Notional Amount 49,038,000invest_DerivativeNotionalAmount
/ us-gaap_DerivativeInstrumentRiskAxis
= bhlb_RiskParticipationAgreementsMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= bhlb_EconomicHedgingMember
  45,842,000invest_DerivativeNotionalAmount
/ us-gaap_DerivativeInstrumentRiskAxis
= bhlb_RiskParticipationAgreementsMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= bhlb_EconomicHedgingMember
Estimated Fair Value Asset (Liability) (100,000)us-gaap_DerivativeAssetsLiabilitiesAtFairValueNet
/ us-gaap_DerivativeInstrumentRiskAxis
= bhlb_RiskParticipationAgreementsMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= bhlb_EconomicHedgingMember
  (91,000)us-gaap_DerivativeAssetsLiabilitiesAtFairValueNet
/ us-gaap_DerivativeInstrumentRiskAxis
= bhlb_RiskParticipationAgreementsMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= bhlb_EconomicHedgingMember
Economic hedges and non-hedging derivatives      
Unrealized (loss) gain recognized in other non-interest income (9,000)us-gaap_GainLossOnInterestRateDerivativeInstrumentsNotDesignatedAsHedgingInstruments
/ us-gaap_DerivativeInstrumentRiskAxis
= bhlb_RiskParticipationAgreementsMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= bhlb_EconomicHedgingMember
   
Risk participation agreements | Economic hedges | Weighted Average      
Interest rate swap agreements and non-hedging derivative assets and liabilities      
Weighted Average Maturity 15 years 10 months 24 days   16 years 7 months 6 days
Interest rate lock commitments | Non-hedging derivatives      
Interest rate swap agreements and non-hedging derivative assets and liabilities      
Notional Amount 68,374,000invest_DerivativeNotionalAmount
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateLockCommitmentsMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= bhlb_NonhedgingMember
  39,589,000invest_DerivativeNotionalAmount
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateLockCommitmentsMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= bhlb_NonhedgingMember
Estimated Fair Value Asset (Liability) 977,000us-gaap_DerivativeAssetsLiabilitiesAtFairValueNet
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateLockCommitmentsMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= bhlb_NonhedgingMember
  625,000us-gaap_DerivativeAssetsLiabilitiesAtFairValueNet
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateLockCommitmentsMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= bhlb_NonhedgingMember
Economic hedges and non-hedging derivatives      
Unrealized (loss) gain recognized in other non-interest income 977,000us-gaap_GainLossOnInterestRateDerivativeInstrumentsNotDesignatedAsHedgingInstruments
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateLockCommitmentsMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= bhlb_NonhedgingMember
377,000us-gaap_GainLossOnInterestRateDerivativeInstrumentsNotDesignatedAsHedgingInstruments
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateLockCommitmentsMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= bhlb_NonhedgingMember
 
Realized gain (loss) in other non-interest income 755,000us-gaap_GainLossOnSaleOfDerivatives
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateLockCommitmentsMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= bhlb_NonhedgingMember
469,000us-gaap_GainLossOnSaleOfDerivatives
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateLockCommitmentsMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= bhlb_NonhedgingMember
 
Interest rate lock commitments | Non-hedging derivatives | Weighted Average      
Interest rate swap agreements and non-hedging derivative assets and liabilities      
Weighted Average Maturity 2 months 12 days   2 months 12 days
Forward sale commitments | Economic hedges      
Interest rate swap agreements and non-hedging derivative assets and liabilities      
Notional Amount 89,432,000invest_DerivativeNotionalAmount
/ us-gaap_DerivativeInstrumentRiskAxis
= bhlb_ForwardCommitmentsMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= bhlb_EconomicHedgingMember
  42,366,000invest_DerivativeNotionalAmount
/ us-gaap_DerivativeInstrumentRiskAxis
= bhlb_ForwardCommitmentsMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= bhlb_EconomicHedgingMember
Estimated Fair Value Asset (Liability) (388,000)us-gaap_DerivativeAssetsLiabilitiesAtFairValueNet
/ us-gaap_DerivativeInstrumentRiskAxis
= bhlb_ForwardCommitmentsMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= bhlb_EconomicHedgingMember
  (510,000)us-gaap_DerivativeAssetsLiabilitiesAtFairValueNet
/ us-gaap_DerivativeInstrumentRiskAxis
= bhlb_ForwardCommitmentsMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= bhlb_EconomicHedgingMember
Economic hedges and non-hedging derivatives      
Unrealized (loss) gain recognized in other non-interest income (388,000)us-gaap_GainLossOnInterestRateDerivativeInstrumentsNotDesignatedAsHedgingInstruments
/ us-gaap_DerivativeInstrumentRiskAxis
= bhlb_ForwardCommitmentsMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= bhlb_EconomicHedgingMember
(108,000)us-gaap_GainLossOnInterestRateDerivativeInstrumentsNotDesignatedAsHedgingInstruments
/ us-gaap_DerivativeInstrumentRiskAxis
= bhlb_ForwardCommitmentsMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= bhlb_EconomicHedgingMember
 
Realized gain (loss) in other non-interest income $ (91,000)us-gaap_GainLossOnSaleOfDerivatives
/ us-gaap_DerivativeInstrumentRiskAxis
= bhlb_ForwardCommitmentsMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= bhlb_EconomicHedgingMember
$ (164,000)us-gaap_GainLossOnSaleOfDerivatives
/ us-gaap_DerivativeInstrumentRiskAxis
= bhlb_ForwardCommitmentsMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= bhlb_EconomicHedgingMember
 
Forward sale commitments | Economic hedges | Weighted Average      
Interest rate swap agreements and non-hedging derivative assets and liabilities      
Weighted Average Maturity 2 months 12 days   2 months 12 days