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DERIVATIVES (Details 3) (USD $)
In Thousands, unless otherwise specified
12 Months Ended
Dec. 31, 2014
Dec. 31, 2013
Aug. 21, 2014
Interest rate swaps related to FHLB Advance      
Derivatives      
Number of agreements     4bdge_NumberOfAgreements
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
Notional Amount     $ 11,200us-gaap_DerivativeLiabilityNotionalAmount
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
Notional amounts 11,175us-gaap_DerivativeAssetNotionalAmount
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
   
Weighted average pay rates (as a percent) 3.28%bdge_DerivativeWeightedAveragePayRates
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
   
Weighted average receive rates (as a percent) 3.28%bdge_DerivativeWeightedAverageReceiveRates
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
   
Weighted average maturity 9 years 7 months 21 days    
Interest rate swaps related to FHLB Advance | Derivative designated as a cash flow hedge      
Derivatives      
Notional Amount 40,000us-gaap_DerivativeLiabilityNotionalAmount
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_CashFlowHedgingMember
40,000us-gaap_DerivativeLiabilityNotionalAmount
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_CashFlowHedgingMember
 
Fair Value (248)us-gaap_DerivativeLiabilities
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_CashFlowHedgingMember
(122)us-gaap_DerivativeLiabilities
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_CashFlowHedgingMember
 
Notional amounts 75,000us-gaap_DerivativeAssetNotionalAmount
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_CashFlowHedgingMember
50,000us-gaap_DerivativeAssetNotionalAmount
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_CashFlowHedgingMember
 
Weighted average pay rates (as a percent) 1.39%bdge_DerivativeWeightedAveragePayRates
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_CashFlowHedgingMember
1.39%bdge_DerivativeWeightedAveragePayRates
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_CashFlowHedgingMember
 
Weighted average receive rates (as a percent) 0.24%bdge_DerivativeWeightedAverageReceiveRates
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_CashFlowHedgingMember
0.24%bdge_DerivativeWeightedAverageReceiveRates
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_CashFlowHedgingMember
 
Weighted average maturity 3 years 10 months 10 days 4 years 6 months 22 days  
Forward starting interest rate swap related to repurchase agreements | Derivative designated as a cash flow hedge      
Derivatives      
Notional Amount 10,000us-gaap_DerivativeLiabilityNotionalAmount
/ us-gaap_DerivativeInstrumentRiskAxis
= bdge_ForwardStartingInterestRateSwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_CashFlowHedgingMember
10,000us-gaap_DerivativeLiabilityNotionalAmount
/ us-gaap_DerivativeInstrumentRiskAxis
= bdge_ForwardStartingInterestRateSwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_CashFlowHedgingMember
 
Fair Value (445)us-gaap_DerivativeLiabilities
/ us-gaap_DerivativeInstrumentRiskAxis
= bdge_ForwardStartingInterestRateSwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_CashFlowHedgingMember
(42)us-gaap_DerivativeLiabilities
/ us-gaap_DerivativeInstrumentRiskAxis
= bdge_ForwardStartingInterestRateSwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_CashFlowHedgingMember
 
Forward starting interest rate swap related to FHLN advances | Derivative designated as a cash flow hedge      
Derivatives      
Notional Amount 25,000us-gaap_DerivativeLiabilityNotionalAmount
/ us-gaap_DerivativeInstrumentRiskAxis
= bdge_ForwardStartingInterestRateSwapAdvancesMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_CashFlowHedgingMember
   
Fair Value $ (250)us-gaap_DerivativeLiabilities
/ us-gaap_DerivativeInstrumentRiskAxis
= bdge_ForwardStartingInterestRateSwapAdvancesMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_CashFlowHedgingMember