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Financial and capital risk management - Sensitivity analysis of derivative financial instruments (Details 1) - Risk U S Libor Decrease [Member] $ in Millions | Dec. 31, 2022 USD ($)
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U S Floating Rate Versus U S Fixed Swap Rate [Member] |
IfrsStatementLineItems [Line Items] |
Fair value of liabilities | $ 7
U S Floating Rate Versus U S Fixed Swap Rate [Member] | Scenario I |
IfrsStatementLineItems [Line Items] |
Fair value of liabilities | 3
U S Floating Rate Versus U S Fixed Swap Rate [Member] | Sensitivity Scenario Ii [Member] |
IfrsStatementLineItems [Line Items] |
Fair value of liabilities | (1)
Protected Item Libor U S Indexed Debt [Member] | Scenario I |
IfrsStatementLineItems [Line Items] |
Fair value of liabilities | (3)
Protected Item Libor U S Indexed Debt [Member] | Sensitivity Scenario Ii [Member] |
IfrsStatementLineItems [Line Items] |
Fair value of liabilities | $ 1

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- Definition The amount of financial liabilities classified as derivative instruments. [Refer: Financial assets; Derivatives [member]] + References Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef -Name IAS -Number 1 -IssueDate 2022-03-24 -Paragraph 55 -URI https://taxonomy.ifrs.org/xifrs-link?type=IAS&num=1&code=ifrs-tx-2022-en-r&anchor=para_55&doctype=Standard -URIDate 2022-03-24 + Details
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- References No definition available. + Details
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- Details
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- Details
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- Details
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- Details
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- Details
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