SUMMARY OF SIGNIFICANT ACCOUNTING POLICIES (Revenue Recognition) (Details) (USD $)	12 Months Ended
	Sep. 30, 2012	Sep. 30, 2011 Entity	Sep. 30, 2010 Entity
Schedule of Revenue Recognition [Line Items]
Total of management, incentive and servicing fees (in hundredths)	26.00%	14.00%	12.00%
Number of commercial finance investment entities that management fees were waved		4	4
Hotel Savannah, GA [Member]
Schedule of Revenue Recognition [Line Items]
Number of Rooms	86
Percent owned in real estate property	80.00%
Commercial Finance, Four Investment Entities [Member]
Schedule of Revenue Recognition [Line Items]
Amount waived of the fund management fees from commercial finance investment entities	$ 4,700,000	$ 8,100,000	$ 3,800,000
Number of commercial finance investment entities that management fees were waved	4
Minimum [Member]
Schedule of Revenue Recognition [Line Items]
Acquisition fees, percentage	1.00%
Financing fees, percentage	0.50%
Debt origigation fee, percentage	0.50%
Property management fee, percentage	4.50%
Maximum [Member]
Schedule of Revenue Recognition [Line Items]
Acquisition fees, percentage	2.00%
Financing fees, percentage	1.75%
Debt origigation fee, percentage	5.00%
Property management fee, percentage	5.00%
Maximum [Member] | RSO [Member]
Schedule of Revenue Recognition [Line Items]
Ownership percentage (in hundredths)	15.00%
Collateralized Loan Obligations [Member]
Schedule of Revenue Recognition [Line Items]
Bank loans	$ 1,700,000,000
Collateralized Loan Obligations [Member] | Minimum [Member]
Schedule of Revenue Recognition [Line Items]
Financial fund management fee, percentage	0.10%
Collateralized Loan Obligations [Member] | Maximum [Member]
Schedule of Revenue Recognition [Line Items]
Financial fund management fee, percentage	0.35%
Management Fees [Member]
Schedule of Revenue Recognition [Line Items]
Number of CLOs holding	5
Management Fees [Member] | Apidos [Member]
Schedule of Revenue Recognition [Line Items]
Number of CLOs holding	4
Base and Additional Management Fees [Member]
Schedule of Revenue Recognition [Line Items]
Management fees paid	10.00%
Incentive Collateral Managment Fees [Member]
Schedule of Revenue Recognition [Line Items]
Management fees paid	50.00%
Payable in Cash [Member]
Schedule of Revenue Recognition [Line Items]
Quarterly incentive compensation, percentage	75.00%
Payable in Restricted Shares [Member]
Schedule of Revenue Recognition [Line Items]
Quarterly Incentive Compensation, Required Period of Retention of Shares	1 year
Quarterly Incentive Compensation, Restricted Stock, Valuation Period	30 days
Quarterly Incentive Compensation, Restricted Stock, Period Between Valuation Period End and Issuance Date	3 days
Payable in Restricted Shares [Member] | Minimum [Member]
Schedule of Revenue Recognition [Line Items]
Quarterly incentive compensation, percentage	25.00%
Annual Fee [Member]
Schedule of Revenue Recognition [Line Items]
Debt management fee, percentage	2.00%
Investment managment fee, percentage	1.00%
Annual Fee [Member] | Minimum [Member]
Schedule of Revenue Recognition [Line Items]
Asset management fees percentage (in hundredths)	1.00%
Annual Fee [Member] | Maximum [Member]
Schedule of Revenue Recognition [Line Items]
Asset management fees percentage (in hundredths)	2.00%
Monthly Fee [Member]
Schedule of Revenue Recognition [Line Items]
Debt management fee, percentage	0.167%
Quarterly Fee [Member] | Minimum [Member]
Schedule of Revenue Recognition [Line Items]
Asset management fees percentage (in hundredths)	0.833%
Quarterly Fee [Member] | Maximum [Member]
Schedule of Revenue Recognition [Line Items]
Asset management fees percentage (in hundredths)	1.00%
Fees from Partnerships or Funds [Member] | Minimum [Member]
Schedule of Revenue Recognition [Line Items]
Financial fund management fee, percentage	0.75%
Fees from Partnerships or Funds [Member] | Maximum [Member]
Schedule of Revenue Recognition [Line Items]
Financial fund management fee, percentage	2.00%