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FAIR VALUES OF FINANCIAL INSTRUMENTS - Balance Sheet Grouping (Details) - USD ($) $ in Thousands	Sep. 30, 2016	Sep. 30, 2015	Sep. 30, 2014
Financial assets [Abstract]
Securities available for sale	$ 1,469,249	$ 1,256,087
Securities held to maturity	632,574	346,847
Financial liabilities [Abstract]
Capital leases	0	2,259	$ 0
Trust preferred securities	10,310	10,310
Subordinated debentures	73,211
Level 1 [Member]
Financial assets [Abstract]
Cash and cash equivalents	773,830	27,658
Securities available for sale	1,125	914
Securities held to maturity	0	0
Total securities	1,125	914
Loans receivable: [Abstract]
Impaired Loans, Net	0	0
Federal Home Loan Bank stock	0	0
Accrued interest receivable	17,199	13,352
Financial liabilities [Abstract]
Non-interest bearing demand deposits	2,167,522	1,369,672
Interest bearing demand deposits, savings, and money markets	136,568	115,204
Certificates of deposit	0	0
Total deposits	2,304,090	1,484,876
Advances from Federal Home Loan Bank	0	0
Federal funds purchased	992,000	540,000
Securities sold under agreements to repurchase	0	0
Capital leases	0
Trust preferred securities	0	0
Subordinated debentures	0
Accrued interest payable	875	272
Level 2 [Member]
Financial assets [Abstract]
Cash and cash equivalents	0	0
Securities available for sale	1,468,124	1,255,173
Securities held to maturity	632,574	346,847
Total securities	2,100,698	1,602,020
Loans receivable: [Abstract]
Impaired Loans, Net	0	0
Federal Home Loan Bank stock	47,512	24,410
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	125,772	91,304
Total deposits	125,772	91,304
Advances from Federal Home Loan Bank	108,168	8,630
Federal funds purchased	0	0
Securities sold under agreements to repurchase	3,039	4,007
Capital leases	2,018
Trust preferred securities	10,437	10,416
Subordinated debentures	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	926,803	707,774
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
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
Trust preferred securities	0	0
Subordinated debentures	0
Accrued interest payable	0	0
Carrying Amount [Member]
Financial assets [Abstract]
Cash and cash equivalents	773,830	27,658
Securities available for sale	1,469,249	1,256,087
Securities held to maturity	619,853	345,743
Total securities	2,089,102	1,601,830
Loans receivable: [Abstract]
Impaired Loans, Net	925,894	713,087
Federal Home Loan Bank stock	47,512	24,410
Accrued interest receivable	17,199	13,352
Financial liabilities [Abstract]
Non-interest bearing demand deposits	2,167,522	1,449,101
Interest bearing demand deposits, savings, and money markets	136,568	117,262
Certificates of deposit	125,992	91,171
Total deposits	2,430,082	1,657,534
Advances from Federal Home Loan Bank	107,000	7,000
Federal funds purchased	992,000	540,000
Securities sold under agreements to repurchase	3,039	4,007
Capital leases	2,018
Trust preferred securities	10,310	10,310
Subordinated debentures	73,211
Accrued interest payable	875	272
Estimated Fair Value [Member]
Financial assets [Abstract]
Cash and cash equivalents	773,830	27,658
Securities available for sale	1,469,249	1,256,087
Securities held to maturity	632,574	346,847
Total securities	2,101,823	1,602,934
Loans receivable: [Abstract]
Impaired Loans, Net	926,803	707,774
Federal Home Loan Bank stock	47,512	24,410
Accrued interest receivable	17,199	13,352
Financial liabilities [Abstract]
Non-interest bearing demand deposits	2,167,522	1,369,672
Interest bearing demand deposits, savings, and money markets	136,568	115,204
Certificates of deposit	125,772	91,304
Total deposits	2,429,862	1,576,180
Advances from Federal Home Loan Bank	108,168	8,630
Federal funds purchased	992,000	540,000
Securities sold under agreements to repurchase	3,039	4,007
Capital leases	2,018
Trust preferred securities	10,437	10,416
Subordinated debentures	77,250
Accrued interest payable	875	272
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	163,886	121,385
One to Four Family Residential Mortgage Loans [Member] | Carrying Amount [Member]
Loans receivable: [Abstract]
Impaired Loans, Net	162,298	125,021
One to Four Family Residential Mortgage Loans [Member] | Estimated Fair Value [Member]
Loans receivable: [Abstract]
Impaired Loans, Net	163,886	121,385
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	422,307	314,372
Commercial and Multifamily Real Estate Loans [Member] | Carrying Amount [Member]
Loans receivable: [Abstract]
Impaired Loans, Net	422,932	310,199
Commercial and Multifamily Real Estate Loans [Member] | Estimated Fair Value [Member]
Loans receivable: [Abstract]
Impaired Loans, Net	422,307	314,372
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	63,868	66,682
Agricultural Real Estate Loans [Member] | Carrying Amount [Member]
Loans receivable: [Abstract]
Impaired Loans, Net	63,612	64,316
Agricultural Real Estate Loans [Member] | Estimated Fair Value [Member]
Loans receivable: [Abstract]
Impaired Loans, Net	63,868	66,682
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	36,738	33,504
Consumer Loans [Member] | Carrying Amount [Member]
Loans receivable: [Abstract]
Impaired Loans, Net	37,094	33,527
Consumer Loans [Member] | Estimated Fair Value [Member]
Loans receivable: [Abstract]
Impaired Loans, Net	36,738	33,504
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	31,108	23,245
Commercial Operating [Member] | Carrying Amount [Member]
Loans receivable: [Abstract]
Impaired Loans, Net	31,271	29,893
Commercial Operating [Member] | Estimated Fair Value [Member]
Loans receivable: [Abstract]
Impaired Loans, Net	31,108	23,245
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	36,897	40,003
Agricultural Operating Loans [Member] | Carrying Amount [Member]
Loans receivable: [Abstract]
Impaired Loans, Net	37,083	43,626
Agricultural Operating Loans [Member] | Estimated Fair Value [Member]
Loans receivable: [Abstract]
Impaired Loans, Net	36,897	40,003
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	172,000	108,583
Premium Finance Loans [Member] | Carrying Amount [Member]
Loans receivable: [Abstract]
Impaired Loans, Net	171,604	106,505
Premium Finance Loans [Member] | Estimated Fair Value [Member]
Loans receivable: [Abstract]
Impaired Loans, Net	$ 172,000	$ 108,583

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