Accurate identification and categorization of suicidal events can yield better suicide precautions, reducing operational burden, and improving care quality in high-acuity psychiatric settings. Pre-trained language models offer promise for identifying suicidality from unstructured clinical narratives. We evaluated the performance of four BERT-based models using two fine-tuning strategies (multiple single-label and single multi-label) for detecting coexisting suicidal events from 500 annotated psychiatric evaluation notes. The notes were labeled for suicidal ideation (SI), suicide attempts (SA), exposure to suicide (ES), and non-suicidal self-injury (NSSI). RoBERTa outperformed other models using binary relevance (acc=0.86, F1=0.78). MentalBERT (F1=0.74) also exceeded BioClinicalBERT (F1=0.72). RoBERTa fine-tuned with a single multi-label classifier further improved performance (acc=0.88, F1=0.81), highlighting that models pre-trained on domain-relevant data and the single multi-label classification strategy enhance efficiency and performance. Keywords: EHR-based Phynotyping; Natural Language Processing; Secondary Use of EHR Data; Suicide Classification; BERT-based Model; Psychiatry; Mental Health