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FAIR VALUE MEASUREMENTS - Valuation Methodologies and Significant Unobservable Inputs (Details)
$ in Thousands
9 Months Ended
Sep. 30, 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 $ 26,691,035 $ 64,862,792
Investments, fair value disclosure $ 26,495,322 64,221,906
Minimum    
Level III investments and other financial instruments by valuation methodologies    
Illiquidity Discount 5.00%  
Private Equity | Fair value measured on recurring basis    
Level III investments and other financial instruments by valuation methodologies    
Investments, fair value disclosure $ 3,000,570 36,398,474
Credit | Fair value measured on recurring basis    
Level III investments and other financial instruments by valuation methodologies    
Investments, fair value disclosure 4,393,336 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 13,514,574 12,735,309
Real Assets | Fair value measured on recurring basis    
Level III investments and other financial instruments by valuation methodologies    
Investments, fair value disclosure 1,814,756 4,048,281
Other | Fair value measured on recurring basis    
Level III investments and other financial instruments by valuation methodologies    
Investments, fair value disclosure 2,982,651 3,848,232
Equity Method | Fair value measured on recurring basis    
Level III investments and other financial instruments by valuation methodologies    
Investments, fair value disclosure 789,435 891,606
Level III | Fair value measured on recurring basis    
Level III investments and other financial instruments by valuation methodologies    
Assets, fair value 14,151,594 31,436,968
Investments, fair value disclosure 14,151,594 31,436,968
Level III | Private Equity    
Level III investments and other financial instruments by valuation methodologies    
Assets, fair value 1,489,085  
Level III | Private Equity | Fair value measured on recurring basis    
Level III investments and other financial instruments by valuation methodologies    
Investments, fair value disclosure 1,489,085 18,903,538
Level III | Private Equity | Private Equity    
Level III investments and other financial instruments by valuation methodologies    
Assets, fair value 615,417  
Level III | Private Equity | Growth Equity    
Level III investments and other financial instruments by valuation methodologies    
Assets, fair value 873,668  
Level III | Credit    
Level III investments and other financial instruments by valuation methodologies    
Assets, fair value 3,219,012  
Level III | Credit | Fair value measured on recurring basis    
Level III investments and other financial instruments by valuation methodologies    
Investments, fair value disclosure 3,219,012 5,012,355
Level III | Investments of Consolidated CFEs    
Level III investments and other financial instruments by valuation methodologies    
Assets, fair value 5,544,679  
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 5,544,679 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 5,435,591  
Level III | Real Assets    
Level III investments and other financial instruments by valuation methodologies    
Assets, fair value 1,814,756  
Level III | Real Assets | Fair value measured on recurring basis    
Level III investments and other financial instruments by valuation methodologies    
Investments, fair value disclosure 1,814,756 4,048,281
Level III | Real Assets | Energy    
Level III investments and other financial instruments by valuation methodologies    
Assets, fair value 811,438  
Level III | Real Assets | Real Estate    
Level III investments and other financial instruments by valuation methodologies    
Assets, fair value 856,869  
Level III | Real Assets | Infrastructure    
Level III investments and other financial instruments by valuation methodologies    
Assets, fair value 146,400  
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 1,578,900  
Level III | Other | Fair value measured on recurring basis    
Level III investments and other financial instruments by valuation methodologies    
Investments, fair value disclosure 1,578,878 2,581,188
Level III | Equity Method | Fair value measured on recurring basis    
Level III investments and other financial instruments by valuation methodologies    
Investments, fair value disclosure $ 505,184 $ 891,606
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 5.00%  
Weight Ascribed to Market Comparables 0.00%  
Weight Ascribed to Discounted Cash Flow 5.00%  
Weight Ascribed to Transaction Price 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 10.00%  
Weight Ascribed to Market Comparables 0.00%  
Weight Ascribed to Discounted Cash Flow 0.00%  
Weight Ascribed to Transaction Price 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 15.00%  
Weight Ascribed to Market Comparables 50.00%  
Weight Ascribed to Discounted Cash Flow 100.00%  
Weight Ascribed to Transaction Price 90.00%  
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 20.00%  
Weight Ascribed to Market Comparables 100.00%  
Weight Ascribed to Discounted Cash Flow 75.00%  
Weight Ascribed to Transaction Price 100.00%  
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 8.20%  
Weight Ascribed to Market Comparables 39.40%  
Weight Ascribed to Discounted Cash Flow 42.50%  
Weight Ascribed to Transaction Price 18.10%  
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 13.60%  
Weight Ascribed to Market Comparables 43.00%  
Weight Ascribed to Discounted Cash Flow 10.70%  
Weight Ascribed to Transaction Price 46.30%  
Level III | Market comparables | Private Equity | Minimum | Private Equity    
Level III investments and other financial instruments by valuation methodologies    
Enterprise Value/LTM EBITDA Multiple 8.1  
Enterprise Value/Forward EBITDA Multiple 7.2  
Level III | Market comparables | Private Equity | Maximum | Private Equity    
Level III investments and other financial instruments by valuation methodologies    
Enterprise Value/LTM EBITDA Multiple 19.0  
Enterprise Value/Forward EBITDA Multiple 15.4  
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 12.3  
Enterprise Value/Forward EBITDA Multiple 11.2  
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 8.00%  
Enterprise Value/LTM EBITDA Exit Multiple 7.3  
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 13.90%  
Enterprise Value/LTM EBITDA Exit Multiple 13.5  
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 10.40%  
Enterprise Value/LTM EBITDA Exit Multiple 10.5  
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 1.50%  
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 26.20%  
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 5.40%  
Level III | Discounted cash flow | Real Assets | Energy    
Level III investments and other financial instruments by valuation methodologies    
Revenue ratio of liquids (percent) 82.00%  
Revenue ratio of natural gas (percent) 18.00%  
Level III | Discounted cash flow | Real Assets | Minimum | Energy    
Level III investments and other financial instruments by valuation methodologies    
Weighted Average Cost of Capital 8.20%  
Average Price Per Barrel of Oil Equivalents (usd per barrel of oil equivalent) | $ / barrel 29.87  
Level III | Discounted cash flow | Real Assets | Minimum | Real Estate    
Level III investments and other financial instruments by valuation methodologies    
Unlevered Discount Rate 5.50%  
Level III | Discounted cash flow | Real Assets | Maximum | Energy    
Level III investments and other financial instruments by valuation methodologies    
Weighted Average Cost of Capital 17.30%  
Average Price Per Barrel of Oil Equivalents (usd per barrel of oil equivalent) | $ / barrel 47.69  
Level III | Discounted cash flow | Real Assets | Maximum | Real Estate    
Level III investments and other financial instruments by valuation methodologies    
Unlevered Discount Rate 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 10.60%  
Average Price Per Barrel of Oil Equivalents (usd per barrel of oil equivalent) | $ / barrel 41.55  
Level III | Discounted cash flow | Real Assets | Weighted Average | Real Estate    
Level III investments and other financial instruments by valuation methodologies    
Unlevered Discount Rate 9.60%  
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 7.90%  
Enterprise Value/LTM EBITDA Exit Multiple 11.0  
Level III | Scenario Weighting | Private Equity | Minimum | Growth Equity    
Level III investments and other financial instruments by valuation methodologies    
Base 30.00%  
Downside 10.00%  
Upside 10.00%  
Level III | Scenario Weighting | Private Equity | Maximum | Growth Equity    
Level III investments and other financial instruments by valuation methodologies    
Base 80.00%  
Downside 40.00%  
Upside 33.00%  
Level III | Scenario Weighting | Private Equity | Weighted Average | Growth Equity    
Level III investments and other financial instruments by valuation methodologies    
Base 52.60%  
Downside 25.50%  
Upside 21.90%  
Level III | Yield Analysis | Credit | Minimum    
Level III investments and other financial instruments by valuation methodologies    
Yield 5.20%  
Net Leverage 0.6  
EBITDA Multiple 0.8  
Level III | Yield Analysis | Credit | Maximum    
Level III investments and other financial instruments by valuation methodologies    
Yield 35.00%  
Net Leverage 35.6  
EBITDA Multiple 34.1  
Level III | Yield Analysis | Credit | Weighted Average    
Level III investments and other financial instruments by valuation methodologies    
Yield 8.50%  
Net Leverage 4.3  
EBITDA Multiple 6.0  
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 25.00%  
Weight Ascribed to Direct Income Capitalization 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 100.00%  
Weight Ascribed to Direct Income Capitalization 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 64.40%  
Weight Ascribed to Direct Income Capitalization 35.60%  
Level III | Direct Income Capitalization | Real Assets | Minimum | Real Estate    
Level III investments and other financial instruments by valuation methodologies    
Current Capitalization Rate 5.00%  
Level III | Direct Income Capitalization | Real Assets | Maximum | Real Estate    
Level III investments and other financial instruments by valuation methodologies    
Current Capitalization Rate 12.00%  
Level III | Direct Income Capitalization | Real Assets | Weighted Average | Real Estate    
Level III investments and other financial instruments by valuation methodologies    
Current Capitalization Rate 6.90%