FAIR VALUES OF FINANCIAL INSTRUMENTS - Balance Sheet Grouping (Details) - USD ($) $ in Thousands	Sep. 30, 2017	Sep. 30, 2016	Sep. 30, 2015
Financial assets [Abstract]
Securities available for sale	$ 1,693,431	$ 1,469,249
Securities held to maturity	564,185	632,574
Financial liabilities [Abstract]
Capital leases	0	0	$ 2,259
Trust preferred securities	10,310	10,310
Subordinated debentures	73,347
Level 1 [Member]
Financial assets [Abstract]
Cash and cash equivalents	1,267,586	773,830
Securities available for sale	1,445	1,125
Securities held to maturity	0	0
Total securities	1,445	1,125
Loans receivable: [Abstract]
Impaired Loans, Net	0	0
Federal Home Loan Bank stock	0	0
Accrued interest receivable	19,380	17,199
Financial liabilities [Abstract]
Non-interest bearing demand deposits	2,454,057	2,167,522
Interest bearing demand deposits, savings, and money markets	169,557	136,568
Certificates of deposit	0	0
Wholesale non-maturing deposits	18,245
Wholesale certificates of deposits	0
Total deposits	2,641,859	2,304,090
Advances from Federal Home Loan Bank	0	0
Federal funds purchased	987,000	992,000
Securities sold under agreements to repurchase	0	0
Capital leases	0	0
Trust preferred securities	0	0
Subordinated debentures	0	0
Accrued interest payable	2,280	875
Level 2 [Member]
Financial assets [Abstract]
Cash and cash equivalents	0	0
Securities available for sale	1,691,986	1,468,124
Securities held to maturity	564,185	632,574
Total securities	2,256,171	2,100,698
Loans receivable: [Abstract]
Impaired Loans, Net	0	0
Federal Home Loan Bank stock	61,123	47,512
Accrued interest receivable	0	0
Financial liabilities [Abstract]
Non-interest bearing demand deposits	0	0
Interest bearing demand deposits, savings, and money markets	0	0
Certificates of deposit	123,094	125,772
Wholesale non-maturing deposits	0
Wholesale certificates of deposits	457,509
Total deposits	580,603	125,772
Advances from Federal Home Loan Bank	415,003	108,168
Federal funds purchased	0	0
Securities sold under agreements to repurchase	2,472	3,039
Capital leases	1,938	2,018
Trust preferred securities	10,447	10,437
Subordinated debentures	76,500	77,250
Accrued interest payable	0	0
Level 3 [Member]
Financial assets [Abstract]
Cash and cash equivalents	0	0
Securities available for sale	0	0
Securities held to maturity	0	0
Total securities	0	0
Loans receivable: [Abstract]
Impaired Loans, Net	1,318,402	926,803
Federal Home Loan Bank stock	0	0
Accrued interest receivable	0	0
Financial liabilities [Abstract]
Non-interest bearing demand deposits	0	0
Interest bearing demand deposits, savings, and money markets	0	0
Certificates of deposit	0	0
Wholesale non-maturing deposits	0
Wholesale certificates of deposits	0
Total deposits	0	0
Advances from Federal Home Loan Bank	0	0
Federal funds purchased	0	0
Securities sold under agreements to repurchase	0	0
Capital leases	0	0
Trust preferred securities	0	0
Subordinated debentures	0	0
Accrued interest payable	0	0
Carrying Amount [Member]
Financial assets [Abstract]
Cash and cash equivalents	1,267,586	773,830
Securities available for sale	1,693,431	1,469,249
Securities held to maturity	563,529	619,853
Total securities	2,256,960	2,089,102
Loans receivable: [Abstract]
Impaired Loans, Net	1,326,832	925,894
Federal Home Loan Bank stock	61,123	47,512
Accrued interest receivable	19,380	17,199
Financial liabilities [Abstract]
Non-interest bearing demand deposits	2,454,057	2,167,522
Interest bearing demand deposits, savings, and money markets	169,557	136,568
Certificates of deposit	123,637	125,992
Wholesale non-maturing deposits	18,245
Wholesale certificates of deposits	457,928
Total deposits	3,223,424	2,430,082
Advances from Federal Home Loan Bank	415,000	107,000
Federal funds purchased	987,000	992,000
Securities sold under agreements to repurchase	2,472	3,039
Capital leases	1,938	2,018
Trust preferred securities	10,310	10,310
Subordinated debentures	73,347	73,211
Accrued interest payable	2,280	875
Estimated Fair Value [Member]
Financial assets [Abstract]
Cash and cash equivalents	1,267,586	773,830
Securities available for sale	1,693,431	1,469,249
Securities held to maturity	564,185	632,574
Total securities	2,257,616	2,101,823
Loans receivable: [Abstract]
Impaired Loans, Net	1,318,402	926,803
Federal Home Loan Bank stock	61,123	47,512
Accrued interest receivable	19,380	17,199
Financial liabilities [Abstract]
Non-interest bearing demand deposits	2,454,057	2,167,522
Interest bearing demand deposits, savings, and money markets	169,557	136,568
Certificates of deposit	123,094	125,772
Wholesale non-maturing deposits	18,245
Wholesale certificates of deposits	457,509
Total deposits	3,222,462	2,429,862
Advances from Federal Home Loan Bank	415,003	108,168
Federal funds purchased	987,000	992,000
Securities sold under agreements to repurchase	2,472	3,039
Capital leases	1,938	2,018
Trust preferred securities	10,447	10,437
Subordinated debentures	76,500	77,250
Accrued interest payable	2,280	875
One to Four Family Residential Mortgage Loans [Member] | Level 1 [Member]
Loans receivable: [Abstract]
Impaired Loans, Net	0	0
One to Four Family Residential Mortgage Loans [Member] | Level 2 [Member]
Loans receivable: [Abstract]
Impaired Loans, Net	0	0
One to Four Family Residential Mortgage Loans [Member] | Level 3 [Member]
Loans receivable: [Abstract]
Impaired Loans, Net	196,970	163,886
One to Four Family Residential Mortgage Loans [Member] | Carrying Amount [Member]
Loans receivable: [Abstract]
Impaired Loans, Net	196,706	162,298
One to Four Family Residential Mortgage Loans [Member] | Estimated Fair Value [Member]
Loans receivable: [Abstract]
Impaired Loans, Net	196,970	163,886
Commercial and Multifamily Real Estate Loans [Member] | Level 1 [Member]
Loans receivable: [Abstract]
Impaired Loans, Net	0	0
Commercial and Multifamily Real Estate Loans [Member] | Level 2 [Member]
Loans receivable: [Abstract]
Impaired Loans, Net	0	0
Commercial and Multifamily Real Estate Loans [Member] | Level 3 [Member]
Loans receivable: [Abstract]
Impaired Loans, Net	576,330	422,307
Commercial and Multifamily Real Estate Loans [Member] | Carrying Amount [Member]
Loans receivable: [Abstract]
Impaired Loans, Net	585,510	422,932
Commercial and Multifamily Real Estate Loans [Member] | Estimated Fair Value [Member]
Loans receivable: [Abstract]
Impaired Loans, Net	576,330	422,307
Agricultural Real Estate Loans [Member] | Level 1 [Member]
Loans receivable: [Abstract]
Impaired Loans, Net	0	0
Agricultural Real Estate Loans [Member] | Level 2 [Member]
Loans receivable: [Abstract]
Impaired Loans, Net	0	0
Agricultural Real Estate Loans [Member] | Level 3 [Member]
Loans receivable: [Abstract]
Impaired Loans, Net	61,584	63,868
Agricultural Real Estate Loans [Member] | Carrying Amount [Member]
Loans receivable: [Abstract]
Impaired Loans, Net	61,800	63,612
Agricultural Real Estate Loans [Member] | Estimated Fair Value [Member]
Loans receivable: [Abstract]
Impaired Loans, Net	61,584	63,868
Consumer Loans [Member] | Level 1 [Member]
Loans receivable: [Abstract]
Impaired Loans, Net	0	0
Consumer Loans [Member] | Level 2 [Member]
Loans receivable: [Abstract]
Impaired Loans, Net	0	0
Consumer Loans [Member] | Level 3 [Member]
Loans receivable: [Abstract]
Impaired Loans, Net	163,961	36,738
Consumer Loans [Member] | Carrying Amount [Member]
Loans receivable: [Abstract]
Impaired Loans, Net	163,004	37,094
Consumer Loans [Member] | Estimated Fair Value [Member]
Loans receivable: [Abstract]
Impaired Loans, Net	163,961	36,738
Commercial Operating [Member] | Level 1 [Member]
Loans receivable: [Abstract]
Impaired Loans, Net	0	0
Commercial Operating [Member] | Level 2 [Member]
Loans receivable: [Abstract]
Impaired Loans, Net	0	0
Commercial Operating [Member] | Level 3 [Member]
Loans receivable: [Abstract]
Impaired Loans, Net	35,723	31,108
Commercial Operating [Member] | Carrying Amount [Member]
Loans receivable: [Abstract]
Impaired Loans, Net	35,759	31,271
Commercial Operating [Member] | Estimated Fair Value [Member]
Loans receivable: [Abstract]
Impaired Loans, Net	35,723	31,108
Agricultural Operating Loans [Member] | Level 1 [Member]
Loans receivable: [Abstract]
Impaired Loans, Net	0	0
Agricultural Operating Loans [Member] | Level 2 [Member]
Loans receivable: [Abstract]
Impaired Loans, Net	0	0
Agricultural Operating Loans [Member] | Level 3 [Member]
Loans receivable: [Abstract]
Impaired Loans, Net	32,870	36,897
Agricultural Operating Loans [Member] | Carrying Amount [Member]
Loans receivable: [Abstract]
Impaired Loans, Net	33,594	37,083
Agricultural Operating Loans [Member] | Estimated Fair Value [Member]
Loans receivable: [Abstract]
Impaired Loans, Net	32,870	36,897
Premium Finance Loans [Member] | Level 1 [Member]
Loans receivable: [Abstract]
Impaired Loans, Net	0	0
Premium Finance Loans [Member] | Level 2 [Member]
Loans receivable: [Abstract]
Impaired Loans, Net	0	0
Premium Finance Loans [Member] | Level 3 [Member]
Loans receivable: [Abstract]
Impaired Loans, Net	250,964	172,000
Premium Finance Loans [Member] | Carrying Amount [Member]
Loans receivable: [Abstract]
Impaired Loans, Net	250,459	171,604
Premium Finance Loans [Member] | Estimated Fair Value [Member]
Loans receivable: [Abstract]
Impaired Loans, Net	$ 250,964	$ 172,000