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FAIR VALUE OPTION - Change in Fair Value (Details) - USD ($)
$ in Thousands
3 Months Ended 9 Months Ended
Sep. 30, 2016
Sep. 30, 2015
Sep. 30, 2016
Sep. 30, 2015
Fair Value, Option, Quantitative Disclosures [Line Items]        
Fair value, option, assets, net realized gains (losses) $ (47,599) $ (2,024) $ (267,194) $ 77,086
Fair value, option, liabilities, net realized gains (losses) 107,844 0 210,386 0
Fair value, option, assets, net unrealized gains (losses) 81,437 (290,966) 434,652 (125,568)
Fair value, option, liabilities, net unrealized gains (losses) 68,658 69,853 (378,505) (44,650)
Private Equity        
Fair Value, Option, Quantitative Disclosures [Line Items]        
Fair value, option, assets, net realized gains (losses) 0 0 0 111,676
Fair value, option, assets, net unrealized gains (losses) (446) (13,921) (2,744) 72,777
Credit        
Fair Value, Option, Quantitative Disclosures [Line Items]        
Fair value, option, assets, net realized gains (losses) (31,310) (11,774) (26,293) (14,944)
Fair value, option, assets, net unrealized gains (losses) 12,376 (25,793) (29,662) (67,364)
Investments of Consolidated CFEs        
Fair Value, Option, Quantitative Disclosures [Line Items]        
Fair value, option, assets, net realized gains (losses) (18,697) (341) (239,502) (26,494)
Fair value, option, assets, net unrealized gains (losses) 40,049 (157,045) 547,099 (79,651)
Real Assets        
Fair Value, Option, Quantitative Disclosures [Line Items]        
Fair value, option, assets, net realized gains (losses) 2,945 0 2,945 0
Fair value, option, assets, net unrealized gains (losses) (2,051) 4,214 8,544 13,354
Equity Method        
Fair Value, Option, Quantitative Disclosures [Line Items]        
Fair value, option, assets, net realized gains (losses) 225 7,703 (1,766) 7,703
Fair value, option, assets, net unrealized gains (losses) 42,525 (67,287) (58,572) (36,159)
Other        
Fair Value, Option, Quantitative Disclosures [Line Items]        
Fair value, option, assets, net realized gains (losses) (762) 2,388 (2,578) (855)
Fair value, option, assets, net unrealized gains (losses) (11,016) (31,134) (30,013) (28,525)
Debt Obligations of Consolidated CFEs        
Fair Value, Option, Quantitative Disclosures [Line Items]        
Fair value, option, liabilities, net realized gains (losses) 107,844 0 210,386 0
Fair value, option, liabilities, net unrealized gains (losses) $ 68,658 $ 69,853 $ (378,505) $ (44,650)