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DERIVATIVE INSTRUMENTS - Additional Information (Detail)
3 Months Ended 3 Months Ended
Mar. 31, 2014
USD ($)
counterparties
currency
Y
Dec. 31, 2013
USD ($)
Mar. 31, 2014
Non-qualifying strategies
USD ($)
Mar. 31, 2013
Non-qualifying strategies
USD ($)
Mar. 31, 2014
Non-qualifying strategies
Futures
USD ($)
Mar. 31, 2013
Non-qualifying strategies
Futures
USD ($)
Mar. 31, 2014
Cash flow hedges
USD ($)
Mar. 31, 2013
Cash flow hedges
USD ($)
Mar. 31, 2014
Yen Denominated Samurai Notes Variable Interest Rate Due July Twenty Fourteen
JPY (¥)
Dec. 31, 2013
Yen Denominated Samurai Notes Variable Interest Rate Due July Twenty Fourteen
JPY (¥)
Mar. 31, 2014
3.625% senior notes due June 2023
USD ($)
Mar. 31, 2014
2.65% senior notes due February 2017
USD ($)
Mar. 31, 2014
4.00% senior notes due February 2022
USD ($)
Mar. 31, 2014
5.50% subordinated notes due September 2052
USD ($)
Mar. 31, 2014
Twenty fourteen profit repatriation
Foreign currency forwards
JPY (¥)
Mar. 31, 2014
Japanese Government Bonds
USD ($)
Dec. 31, 2013
Japanese Government Bonds
USD ($)
Mar. 31, 2014
Cash
USD ($)
Dec. 31, 2013
Cash
USD ($)
Mar. 31, 2014
Net investment hedge
USD ($)
Dec. 31, 2013
Net investment hedge
USD ($)
Mar. 31, 2014
Net investment hedge
Foreign currency forwards
USD ($)
Dec. 31, 2013
Net investment hedge
Foreign currency forwards
USD ($)
Derivative Instruments and Hedging Activities Disclosure [Line Items]                                              
Reclassification from Accumulated Other Comprehensive Income, Current Period, before Tax                                       $ 0      
Derivative, Gain (Loss) on Derivative, Net     (55,000,000) 94,000,000 (36,000,000) 0                                  
Derivative Instruments, Gain (Loss) Recognized in Other Comprehensive Income (Loss), Effective Portion, Net     0 [1] 0 [1] 0 [1] 0 [1] (1,000,000) [1] (7,000,000) [1]                              
Number of currencies related to foreign currency swaps 1                                            
Number of counterparties 12                                            
Number of counterparties that comprise majority of aggregate notional amount of swaps 5                                            
Percentage of notional amount of swaps from certain number of counterparties 87.00%                                            
Collateral Already Posted, Aggregate Fair Value 127,000,000 8,000,000                           52,000,000 7,000,000 75,000,000 1,000,000        
Derivative, Net Liability Position, Aggregate Fair Value 54,000,000 18,000,000                                          
Additional Collateral, Aggregate Fair Value 0                                            
Collateral obtained from third parties 263,000,000 295,000,000                                          
Hedging activity, weighted-average period (in years) 12                                            
Notes payable, principal amount                 5,500,000,000 5,500,000,000 700,000,000 400,000,000 350,000,000 500,000,000                  
Notes payable, effective interest rate                 1.475%                            
Notional Amount of Derivatives 28,226,000,000 22,475,000,000                         52,500,000,000         510,000,000 451,000,000 0 356,000,000
Derivative Instruments, Gain (Loss) Reclassified from Accumulated OCI into Income, Effective Portion, Net             $ 0 $ 0                              
[1] Cash flow hedge items are recorded as unrealized gains (losses) on derivatives and net investment hedge items are recorded in the unrealized foreign currency translation gains (losses) line in the consolidated statement of comprehensive income (loss).