FAIR VALUE MEASUREMENTS - Fair Value Inputs Liabilities Quantitative Information (Details) - USD ($) $ in Millions		3 Months Ended	12 Months Ended
		Mar. 31, 2018	Dec. 31, 2017
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]
Liability derivatives		$ 353	$ 474
Liabilities, fair value disclosure		353	474
Level 3
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]
Liabilities, fair value disclosure		86	128
Foreign currency swaps
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]
Liability derivatives		265	197
Foreign currency swaps | Level 3
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]
Liability derivatives		86	128
Fair Value, Unobservable Input, Interest Rates (USD), Interest Rates (JPY) and CDS Spreads | Foreign currency swaps | Discounted cash flow valuation technique | Level 3
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]
Liability derivatives		$ 84	$ 120
Fair Value, Unobservable Input, Interest Rates (USD), Interest Rates (JPY) and CDS Spreads | Foreign currency swaps | Liability | Lower Limit | Level 3
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]
Fair Value Inputs, Entity Credit Risk		0.17%	0.13%
Fair Value, Unobservable Input, Interest Rates (USD), Interest Rates (JPY) and CDS Spreads | Foreign currency swaps | Liability | Upper Limit | Level 3
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]
Fair Value Inputs, Entity Credit Risk		1.70%	1.57%
Fair Value, Unobservable Input, Interest Rates (USD) and Interest Rates (JPY) | Foreign currency swaps | Discounted cash flow valuation technique | Level 3
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]
Liability derivatives		$ 2	$ 8
Dollar-denominated | Fair Value, Unobservable Input, Interest Rates (USD), Interest Rates (JPY) and CDS Spreads | Foreign currency swaps | Liability | Lower Limit | Level 3
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]
Fair Value Inputs, Discount Rate	[1]	2.78%	2.40%
Dollar-denominated | Fair Value, Unobservable Input, Interest Rates (USD), Interest Rates (JPY) and CDS Spreads | Foreign currency swaps | Liability | Upper Limit | Level 3
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]
Fair Value Inputs, Discount Rate	[1]	2.82%	2.54%
Dollar-denominated | Fair Value, Unobservable Input, Interest Rates (USD) and Interest Rates (JPY) | Foreign currency swaps | Liability | Lower Limit | Level 3
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]
Fair Value Inputs, Discount Rate	[1]	2.78%	2.40%
Dollar-denominated | Fair Value, Unobservable Input, Interest Rates (USD) and Interest Rates (JPY) | Foreign currency swaps | Liability | Upper Limit | Level 3
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]
Fair Value Inputs, Discount Rate	[1]	2.82%	2.54%
Yen-denominated | Fair Value, Unobservable Input, Interest Rates (USD), Interest Rates (JPY) and CDS Spreads | Foreign currency swaps | Liability | Lower Limit | Level 3
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]
Fair Value Inputs, Discount Rate	[2]	0.26%	0.26%
Yen-denominated | Fair Value, Unobservable Input, Interest Rates (USD), Interest Rates (JPY) and CDS Spreads | Foreign currency swaps | Liability | Upper Limit | Level 3
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]
Fair Value Inputs, Discount Rate	[2]	0.85%	0.85%
Yen-denominated | Fair Value, Unobservable Input, Interest Rates (USD) and Interest Rates (JPY) | Foreign currency swaps | Liability | Lower Limit | Level 3
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]
Fair Value Inputs, Discount Rate	[2]	0.26%	0.26%
Yen-denominated | Fair Value, Unobservable Input, Interest Rates (USD) and Interest Rates (JPY) | Foreign currency swaps | Liability | Upper Limit | Level 3
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]
Fair Value Inputs, Discount Rate	[2]	0.85%	0.85%

[1] Inputs derived from U.S. long-term rates to accommodate long maturity nature of the Company's swaps

[2] Inputs derived from Japan long-term rates to accommodate long maturity nature of the Company's swaps