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DERIVATIVE INSTRUMENTS - Additional Information (Detail)
12 Months Ended 12 Months Ended
Dec. 31, 2013
USD ($)
Y
currency
counterparties
Dec. 31, 2012
USD ($)
Dec. 31, 2013
Cash flow hedges
USD ($)
Dec. 31, 2012
Cash flow hedges
USD ($)
Dec. 31, 2011
Cash flow hedges
USD ($)
Dec. 31, 2013
Variable interest rate yen-denominated Samurai notes due July 2014
JPY (¥)
Dec. 31, 2012
Variable interest rate yen-denominated Samurai notes due July 2014
JPY (¥)
Jul. 31, 2011
Variable interest rate yen-denominated Samurai notes due July 2014
JPY (¥)
Dec. 31, 2013
2.65% senior notes due February 2017
USD ($)
Jul. 31, 2012
2.65% senior notes due February 2017
USD ($)
Feb. 29, 2012
2.65% senior notes due February 2017
USD ($)
Dec. 31, 2013
4.00% senior notes due February 2022
USD ($)
Feb. 29, 2012
4.00% senior notes due February 2022
USD ($)
Dec. 31, 2013
5.50% subordinated notes due September 2052
USD ($)
Oct. 31, 2012
5.50% subordinated notes due September 2052
USD ($)
Sep. 30, 2012
5.50% subordinated notes due September 2052
USD ($)
Dec. 31, 2013
3.625% senior notes due June 2023
USD ($)
Jul. 31, 2013
2013 profit repatriation
Foreign currency forwards and options
JPY (¥)
Dec. 31, 2013
2014 profit repatriation
Foreign currency forwards and options
JPY (¥)
Dec. 31, 2013
Net investment hedge
USD ($)
Dec. 31, 2012
Net investment hedge
USD ($)
Dec. 31, 2011
Net investment hedge
USD ($)
Dec. 31, 2013
Net investment hedge
Foreign currency forwards
USD ($)
Dec. 31, 2013
Japanese Government Bonds
USD ($)
Dec. 31, 2013
Cash
USD ($)
Jan. 31, 2014
Subsequent Event
2014 profit repatriation
Foreign currency forwards
JPY (¥)
Derivative Instruments and Hedging Activities Disclosure [Line Items]                                                    
Number of currencies related to foreign currency swaps 1                                                  
Number of counterparties 11                                                  
Number of counterparties that comprise majority of aggregate notional amount of swaps 5                                                  
Percentage of notional amount of swaps from certain number of counterparties 86.00%                                                  
Collateral Already Posted, Aggregate Fair Value $ 8,000,000 $ 0                                           $ 7,000,000 $ 1,000,000  
Derivative, Net Liability Position, Aggregate Fair Value 18,000,000 0                                                
Additional Collateral, Aggregate Fair Value 10,000,000                                                  
Collateral obtained from third parties 295,000,000 0                                                
Hedging activity, weighted-average period (in years) 12                                                  
Notes payable, principal amount           5,500,000,000 5,500,000,000 5,500,000,000.0 400,000,000 250,000,000 400,000,000 350,000,000 350,000,000 500,000,000 50,000,000 450,000,000 700,000,000                  
Notes payable, effective interest rate           1.475%         1.22%   2.07% 4.41% 4.42%   1.50%                  
Net Derivatives Notional Amount 22,475,000,000 13,370,000,000                               65,000,000,000 47,500,000,000 451,000,000     356,000,000      
Derivative notional amount, restructured hedging strategy                                                   52,500,000,000
Derivative Instruments, Gain (Loss) Reclassified from Accumulated OCI into Income, Effective Portion, Net     0 0 0                                          
Net investment hedge gain loss reclassified to earnings net                                       $ 0 $ 0 $ 0