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GOODWILL AND IDENTIFIABLE INTANGIBLE ASSETS, Net Amortizable Intangible Assets (Details) - USD ($)
$ in Thousands
12 Months Ended
Jul. 31, 2015
Apr. 30, 2015
Sep. 30, 2015
Sep. 30, 2014
Sep. 30, 2013
Dec. 24, 2012
Finite-lived Intangible Assets [Roll Forward]            
Amortizable net intangible assets (beginning of the period)     $ 58,775 $ 65,978 $ 61,135  
Additions     18,838 408 14,414  
Amortization expense     (8,286) (7,611) (9,571)  
Impairment losses     0 0 0  
Amortizable net intangible assets (end of the period)     69,327 58,775 65,978  
Private client group            
Finite-lived Intangible Assets [Roll Forward]            
Amortizable net intangible assets (beginning of the period)     8,611 9,191 9,829  
Additions     10,290 0 0  
Amortization expense     (719) (580) (638)  
Impairment losses     0 0 0  
Amortizable net intangible assets (end of the period)     18,182 8,611 9,191  
Capital markets            
Finite-lived Intangible Assets [Roll Forward]            
Amortizable net intangible assets (beginning of the period)     37,975 43,474 51,306  
Additions     0 0 0  
Amortization expense     (5,443) (5,499) (7,832)  
Impairment losses     0 0 0  
Amortizable net intangible assets (end of the period)     32,532 37,975 43,474  
Asset Management            
Finite-lived Intangible Assets [Roll Forward]            
Amortizable net intangible assets (beginning of the period)     10,996 12,329 0  
Additions     7,974 0 13,329  
Amortization expense     (1,833) (1,333) (1,000)  
Impairment losses     0 0 0  
Amortizable net intangible assets (end of the period)     17,137 10,996 12,329  
Business Combinations [Abstract]            
Business acquisition, acquired interest (as a percentage)           45.00%
Portion of ClariVest attributable to others           55.00%
RJ Bank            
Finite-lived Intangible Assets [Roll Forward]            
Amortizable net intangible assets (beginning of the period)     1,193 984 0  
Additions     574 408 1,085  
Amortization expense     (291) (199) (101)  
Impairment losses     0 0 0  
Amortizable net intangible assets (end of the period)     $ 1,476 $ 1,193 $ 984  
Useful life     10 years      
The Producers Choice LLC | Private client group            
Finite-lived Intangible Assets [Roll Forward]            
Weighted average useful life 12 years 11 months 12 days          
Cougar Global Investments Limited | Asset Management            
Finite-lived Intangible Assets [Roll Forward]            
Weighted average useful life   9 years 6 months