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VARIABLE INTEREST ENTITIES - Narrative (Details) - Variable Interest Entities - USD ($)
$ in Thousands
3 Months Ended 6 Months Ended
Mar. 31, 2019
Mar. 31, 2018
Mar. 31, 2019
Mar. 31, 2018
Variable Interest Entity [Line Items]        
Distribution threshold     100.00%  
Investment banking and advisory fee revenue $ 6,111 $ 2,074 $ 25,090 $ 8,290
Carried interest 32,436   32,436  
Compensation expense related to liquidation of investments $ 19,419   $ 19,419  
Minimum        
Variable Interest Entity [Line Items]        
Timing of liquidity event     1 year  
Cash fee received     7.00%  
Carried interest     8.00%  
Maximum        
Variable Interest Entity [Line Items]        
Timing of liquidity event     5 years  
Cash fee received     10.00%  
Carried interest     15.00%