SEGMENT AND GEOGRAPHICAL INFORMATION - Revenue and Assets by Segment (Details) - USD ($) $ in Thousands	3 Months Ended								12 Months Ended
	Mar. 31, 2020	Dec. 31, 2019	Sep. 30, 2019	Jun. 30, 2019	Mar. 31, 2019	Dec. 31, 2018	Sep. 30, 2018	Jun. 30, 2018	Mar. 31, 2020	Mar. 31, 2019	Mar. 31, 2018
Segment Reporting Information [Line Items]
Revenues	$ 302,694	$ 333,515	$ 272,810	$ 250,349	$ 291,378	$ 298,013	$ 274,992	$ 220,002	$ 1,159,368	$ 1,084,385	$ 963,364
Segment profit									322,546	305,986	277,600
Corporate expenses (2)	(234,039)	$ (265,499)	$ (227,657)	$ (202,572)	(230,827)	$ (235,770)	$ (218,817)	$ (179,874)	(929,767)	(865,288)	(748,951)
Other (income)/expense, net									6,046	5,223	3,423
Income before provision for income taxes									235,647	224,320	217,836
Assets	1,677,003				1,425,912				1,677,003	1,425,912	1,423,881
Operating Segments
Segment Reporting Information [Line Items]
Assets	717,005				716,036				717,005	716,036	651,314
Operating Segments | Corporate Finance
Segment Reporting Information [Line Items]
Revenues									646,788	607,333	528,643
Segment profit									179,660	193,603	177,575
Assets	403,147				403,928				403,147	403,928	338,772
Operating Segments | Financial Restructuring
Segment Reporting Information [Line Items]
Revenues									352,517	317,774	294,142
Segment profit									107,714	83,607	73,691
Assets	186,418				184,364				186,418	184,364	185,486
Operating Segments | Financial and Valuation Advisory
Segment Reporting Information [Line Items]
Revenues									160,063	159,278	140,579
Segment profit									35,172	28,776	26,334
Assets	127,440				127,744				127,440	127,744	127,056
Corporate, Non-Segment
Segment Reporting Information [Line Items]
Corporate expenses (2)									(92,945)	(86,889)	(63,187)
Assets	$ 959,998				$ 709,876				$ 959,998	$ 709,876	772,567
Segment Reconciling Items
Segment Reporting Information [Line Items]
Other (income)/expense, net											$ (3,423)