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NET GAINS (LOSSES) FROM INVESTMENT ACTIVITIES (Details) (USD $)
In Thousands, unless otherwise specified
3 Months Ended
Mar. 31, 2013
Mar. 31, 2012
Total Net Gains (Losses) from Investment Activities    
Net Realized Gains (Losses) $ 966,246 $ 553,020
Net Unrealized Gains (Losses) 1,303,571 2,533,845
Real Assets
   
Total Net Gains (Losses) from Investment Activities    
Net Unrealized Gains (Losses) 35,735 (98,274)
Equity Method
   
Total Net Gains (Losses) from Investment Activities    
Net Realized Gains (Losses) 4,919  
Net Unrealized Gains (Losses) 22,610 24,745
Private Equity
   
Total Net Gains (Losses) from Investment Activities    
Net Realized Gains (Losses) 891,927 527,976
Net Unrealized Gains (Losses) 1,015,800 2,554,669
Fixed Income and Other
   
Total Net Gains (Losses) from Investment Activities    
Net Realized Gains (Losses) 92,632 50,613
Net Unrealized Gains (Losses) 19,044 133,574
Foreign Exchange Forward Contracts
   
Total Net Gains (Losses) from Investment Activities    
Net Realized Gains (Losses) 15,743 14,830
Net Unrealized Gains (Losses) 206,871 (66,440)
Foreign Currency Options
   
Total Net Gains (Losses) from Investment Activities    
Net Realized Gains (Losses)   (10,740)
Net Unrealized Gains (Losses) 5,606 7,830
Securities Sold Short
   
Total Net Gains (Losses) from Investment Activities    
Net Realized Gains (Losses) (23,272) (26,829)
Net Unrealized Gains (Losses) (10,771) (12,381)
Other Derivative
   
Total Net Gains (Losses) from Investment Activities    
Net Realized Gains (Losses) (13,517) (3,063)
Net Unrealized Gains (Losses) 4,066 (201)
Contingent Carried Interest Repayment Guarantee
   
Total Net Gains (Losses) from Investment Activities    
Net Unrealized Gains (Losses)   (8,687)
Foreign Exchange Gains (Losses) on Debt Obligations
   
Total Net Gains (Losses) from Investment Activities    
Net Realized Gains (Losses)   233
Net Unrealized Gains (Losses) 3,687 (873)
Foreign Exchange Gains (Losses) on Cash and Cash Equivalents held at Consolidated Entities
   
Total Net Gains (Losses) from Investment Activities    
Net Unrealized Gains (Losses) 196 (117)
Foreign Exchange Gains (Losses) on Cash and Cash Equivalents
   
Total Net Gains (Losses) from Investment Activities    
Net Realized Gains (Losses) (2,186)  
Net Unrealized Gains (Losses) $ 727