FAIR VALUE MEASUREMENTS - Valuation Methodologies and Significant Unobservable Inputs (Details) $ in Thousands	3 Months Ended
	Mar. 31, 2016 USD ($) $ / barrel	Dec. 31, 2015 USD ($)
Fair value measured on recurring basis
Level III investments and other financial instruments by valuation methodologies
Assets, fair value	$ 25,023,517	$ 64,862,792
Investments, fair value disclosure	$ 24,913,751	64,221,906
Minimum
Level III investments and other financial instruments by valuation methodologies
Illiquidity Discount (as a percent)	5.00%
Private Equity | Fair value measured on recurring basis
Level III investments and other financial instruments by valuation methodologies
Investments, fair value disclosure	$ 3,203,156	36,398,474
Real Assets | Fair value measured on recurring basis
Level III investments and other financial instruments by valuation methodologies
Investments, fair value disclosure	1,485,230	4,048,281
Equity Method | Fair value measured on recurring basis
Level III investments and other financial instruments by valuation methodologies
Investments, fair value disclosure	746,994	891,606
Credit | Fair value measured on recurring basis
Level III investments and other financial instruments by valuation methodologies
Investments, fair value disclosure	4,735,020	6,300,004
Investments of Consolidated CFEs | Fair value measured on recurring basis
Level III investments and other financial instruments by valuation methodologies
Investments, fair value disclosure	13,652,783	12,735,309
Other | Fair value measured on recurring basis
Level III investments and other financial instruments by valuation methodologies
Investments, fair value disclosure	1,090,568	3,848,232
Level III | Fair value measured on recurring basis
Level III investments and other financial instruments by valuation methodologies
Assets, fair value	13,507,723	31,436,968
Investments, fair value disclosure	13,507,723	31,436,968
Level III | Private Equity
Level III investments and other financial instruments by valuation methodologies
Assets, fair value	1,313,701
Level III | Private Equity | Fair value measured on recurring basis
Level III investments and other financial instruments by valuation methodologies
Investments, fair value disclosure	1,313,701	18,903,538
Level III | Private Equity | Private Equity
Level III investments and other financial instruments by valuation methodologies
Assets, fair value	543,184
Level III | Private Equity | Growth Equity
Level III investments and other financial instruments by valuation methodologies
Assets, fair value	770,517
Level III | Real Assets
Level III investments and other financial instruments by valuation methodologies
Assets, fair value	1,426,693
Level III | Real Assets | Fair value measured on recurring basis
Level III investments and other financial instruments by valuation methodologies
Investments, fair value disclosure	1,426,693	4,048,281
Level III | Real Assets | Energy
Level III investments and other financial instruments by valuation methodologies
Assets, fair value	640,560
Level III | Real Assets | Real Estate
Level III investments and other financial instruments by valuation methodologies
Assets, fair value	668,822
Level III | Real Assets | Infrastructure
Level III investments and other financial instruments by valuation methodologies
Assets, fair value	117,300
Level III | Equity Method | Fair value measured on recurring basis
Level III investments and other financial instruments by valuation methodologies
Investments, fair value disclosure	455,945	891,606
Level III | Credit
Level III investments and other financial instruments by valuation methodologies
Assets, fair value	4,256,576
Level III | Credit | Fair value measured on recurring basis
Level III investments and other financial instruments by valuation methodologies
Investments, fair value disclosure	4,256,576	5,012,355
Level III | Investments of Consolidated CFEs
Level III investments and other financial instruments by valuation methodologies
Assets, fair value	5,550,482
Level III | Investments of Consolidated CFEs | Fair value measured on recurring basis
Level III investments and other financial instruments by valuation methodologies
Investments, fair value disclosure	5,550,482	0
Level III | Investments of Consolidated CFEs | Debt Obligations of Consolidated CFEs
Level III investments and other financial instruments by valuation methodologies
Assets, fair value	5,447,158
Level III | Other
Level III investments and other financial instruments by valuation methodologies
Value of investments in real assets whose valuation inputs are not comparable to other private equity investments	504,300
Level III | Other | Fair value measured on recurring basis
Level III investments and other financial instruments by valuation methodologies
Investments, fair value disclosure	$ 504,326	$ 2,581,188
Level III | Market Comparables | Private Equity | Minimum | Private Equity
Level III investments and other financial instruments by valuation methodologies
Enterprise Value/LTM EBITDA Multiple	9.6
Enterprise Value/Forward EBITDA Multiple	8.1
Level III | Market Comparables | Private Equity | Maximum | Private Equity
Level III investments and other financial instruments by valuation methodologies
Enterprise Value/LTM EBITDA Multiple	18.0
Enterprise Value/Forward EBITDA Multiple	15.2
Level III | Market Comparables | Private Equity | Weighted Average | Private Equity
Level III investments and other financial instruments by valuation methodologies
Enterprise Value/LTM EBITDA Multiple	12.0
Enterprise Value/Forward EBITDA Multiple	10.6
Level III | Inputs to direct income capitalization and discounted cash flow | Real Assets | Minimum | Real Estate
Level III investments and other financial instruments by valuation methodologies
Weight Ascribed to Discounted Cash Flow (as a percent)	25.00%
Weight Ascribed to Direct Income Capitalization (as a percent)	0.00%
Level III | Inputs to direct income capitalization and discounted cash flow | Real Assets | Maximum | Real Estate
Level III investments and other financial instruments by valuation methodologies
Weight Ascribed to Discounted Cash Flow (as a percent)	100.00%
Weight Ascribed to Direct Income Capitalization (as a percent)	75.00%
Level III | Inputs to direct income capitalization and discounted cash flow | Real Assets | Weighted Average | Real Estate
Level III investments and other financial instruments by valuation methodologies
Weight Ascribed to Discounted Cash Flow (as a percent)	59.20%
Weight Ascribed to Direct Income Capitalization (as a percent)	40.80%
Level III | Direct Income Capitalization | Real Assets | Minimum | Real Estate
Level III investments and other financial instruments by valuation methodologies
Current Capitalization Rate (as a percent)	4.00%
Level III | Direct Income Capitalization | Real Assets | Maximum | Real Estate
Level III investments and other financial instruments by valuation methodologies
Current Capitalization Rate (as a percent)	10.90%
Level III | Direct Income Capitalization | Real Assets | Weighted Average | Real Estate
Level III investments and other financial instruments by valuation methodologies
Current Capitalization Rate (as a percent)	6.30%
Level III | Discounted cash flow | Private Equity | Minimum | Private Equity
Level III investments and other financial instruments by valuation methodologies
Weighted Average Cost of Capital (as a percent)	8.80%
Enterprise Value/LTM EBITDA Exit Multiple	8.0
Level III | Discounted cash flow | Private Equity | Maximum | Private Equity
Level III investments and other financial instruments by valuation methodologies
Weighted Average Cost of Capital (as a percent)	13.50%
Enterprise Value/LTM EBITDA Exit Multiple	12.4
Level III | Discounted cash flow | Private Equity | Weighted Average | Private Equity
Level III investments and other financial instruments by valuation methodologies
Weighted Average Cost of Capital (as a percent)	11.00%
Enterprise Value/LTM EBITDA Exit Multiple	9.5
Level III | Discounted cash flow | Real Assets | Energy
Level III investments and other financial instruments by valuation methodologies
Revenue ratio of liquids (percent)	83.00%
Revenue ratio of natural gas (percent)	17.00%
Level III | Discounted cash flow | Real Assets | Minimum | Energy
Level III investments and other financial instruments by valuation methodologies
Weighted Average Cost of Capital (as a percent)	8.00%
Average Price Per Barrel of Oil Equivalents (usd per barrel of oil equivalent) | $ / barrel	23.46
Level III | Discounted cash flow | Real Assets | Minimum | Real Estate
Level III investments and other financial instruments by valuation methodologies
Unlevered Discount Rate (as a percent)	6.80%
Level III | Discounted cash flow | Real Assets | Maximum | Energy
Level III investments and other financial instruments by valuation methodologies
Weighted Average Cost of Capital (as a percent)	17.30%
Average Price Per Barrel of Oil Equivalents (usd per barrel of oil equivalent) | $ / barrel	42.86
Level III | Discounted cash flow | Real Assets | Maximum | Real Estate
Level III investments and other financial instruments by valuation methodologies
Unlevered Discount Rate (as a percent)	20.00%
Level III | Discounted cash flow | Real Assets | Weighted Average | Energy
Level III investments and other financial instruments by valuation methodologies
Weighted Average Cost of Capital (as a percent)	11.00%
Average Price Per Barrel of Oil Equivalents (usd per barrel of oil equivalent) | $ / barrel	38.55
Level III | Discounted cash flow | Real Assets | Weighted Average | Real Estate
Level III investments and other financial instruments by valuation methodologies
Unlevered Discount Rate (as a percent)	9.30%
Level III | Discounted cash flow | Real Assets | Weighted Average | Infrastructure
Level III investments and other financial instruments by valuation methodologies
Weighted Average Cost of Capital (as a percent)	8.70%
Enterprise Value/LTM EBITDA Exit Multiple	11.0
Level III | Discounted cash flow | Investments of Consolidated CFEs | Minimum | Debt Obligations of Consolidated CFEs
Level III investments and other financial instruments by valuation methodologies
Yield (as a percent)	1.60%
Level III | Discounted cash flow | Investments of Consolidated CFEs | Maximum | Debt Obligations of Consolidated CFEs
Level III investments and other financial instruments by valuation methodologies
Yield (as a percent)	24.60%
Level III | Discounted cash flow | Investments of Consolidated CFEs | Weighted Average | Debt Obligations of Consolidated CFEs
Level III investments and other financial instruments by valuation methodologies
Yield (as a percent)	5.50%
Level III | Inputs to market comparable, discounted cash flow and transaction cost | Private Equity | Minimum | Private Equity
Level III investments and other financial instruments by valuation methodologies
Illiquidity Discount (as a percent)	5.00%
Weight Ascribed to Market Comparables (as a percent)	0.00%
Weight Ascribed to Discounted Cash Flow (as a percent)	12.50%
Weight Ascribed to Transaction Price (as a percent)	0.00%
Level III | Inputs to market comparable, discounted cash flow and transaction cost | Private Equity | Minimum | Growth Equity
Level III investments and other financial instruments by valuation methodologies
Illiquidity Discount (as a percent)	10.00%
Weight Ascribed to Market Comparables (as a percent)	7.50%
Weight Ascribed to Discounted Cash Flow (as a percent)	0.00%
Weight Ascribed to Transaction Price (as a percent)	0.00%
Level III | Inputs to market comparable, discounted cash flow and transaction cost | Private Equity | Maximum | Private Equity
Level III investments and other financial instruments by valuation methodologies
Illiquidity Discount (as a percent)	15.00%
Weight Ascribed to Market Comparables (as a percent)	50.00%
Weight Ascribed to Discounted Cash Flow (as a percent)	100.00%
Weight Ascribed to Transaction Price (as a percent)	75.00%
Level III | Inputs to market comparable, discounted cash flow and transaction cost | Private Equity | Maximum | Growth Equity
Level III investments and other financial instruments by valuation methodologies
Illiquidity Discount (as a percent)	20.00%
Weight Ascribed to Market Comparables (as a percent)	100.00%
Weight Ascribed to Discounted Cash Flow (as a percent)	85.00%
Weight Ascribed to Transaction Price (as a percent)	85.00%
Level III | Inputs to market comparable, discounted cash flow and transaction cost | Private Equity | Weighted Average | Private Equity
Level III investments and other financial instruments by valuation methodologies
Illiquidity Discount (as a percent)	9.90%
Weight Ascribed to Market Comparables (as a percent)	42.50%
Weight Ascribed to Discounted Cash Flow (as a percent)	46.70%
Weight Ascribed to Transaction Price (as a percent)	10.80%
Level III | Inputs to market comparable, discounted cash flow and transaction cost | Private Equity | Weighted Average | Growth Equity
Level III investments and other financial instruments by valuation methodologies
Illiquidity Discount (as a percent)	13.10%
Weight Ascribed to Market Comparables (as a percent)	51.30%
Weight Ascribed to Discounted Cash Flow (as a percent)	19.90%
Weight Ascribed to Transaction Price (as a percent)	28.80%
Level III | Scenario Weighting | Private Equity | Minimum | Growth Equity
Level III investments and other financial instruments by valuation methodologies
Scenario weighting, base (as a percent)	30.00%
Scenario weighting, downside (as a percent)	10.00%
Scenario weighting, upside (as a percent)	10.00%
Level III | Scenario Weighting | Private Equity | Maximum | Growth Equity
Level III investments and other financial instruments by valuation methodologies
Scenario weighting, base (as a percent)	80.00%
Scenario weighting, downside (as a percent)	40.00%
Scenario weighting, upside (as a percent)	33.30%
Level III | Scenario Weighting | Private Equity | Weighted Average | Growth Equity
Level III investments and other financial instruments by valuation methodologies
Scenario weighting, base (as a percent)	50.50%
Scenario weighting, downside (as a percent)	26.00%
Scenario weighting, upside (as a percent)	23.50%
Level III | Yield Analysis | Credit | Minimum
Level III investments and other financial instruments by valuation methodologies
Yield (as a percent)	4.90%
Net Leverage	0.9
EBITDA Multiple	1.1
Level III | Yield Analysis | Credit | Maximum
Level III investments and other financial instruments by valuation methodologies
Yield (as a percent)	26.10%
Net Leverage	18.3
EBITDA Multiple	25.4
Level III | Yield Analysis | Credit | Weighted Average
Level III investments and other financial instruments by valuation methodologies
Yield (as a percent)	10.30%
Net Leverage	5.1
EBITDA Multiple	9.1