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Financial and capital risk management - Protection program for Libor floating interest rate US denominated debt (Details) - USD ($) $ in Millions | 12 Months Ended
--- | ---
Dec. 31, 2022 | Dec. 31, 2021 | Dec. 31, 2020
IfrsStatementLineItems [Line Items] |  |  |
Derivatives settlement cash outflow | $ (83) | $ (197) | $ (34)
Euro Fixed Rate Versus U S Fixed Rate Swap [Member] |  |  |
IfrsStatementLineItems [Line Items] |  |  |
Derivative financial liabilities | 7 | 11 |
Derivatives settlement cash outflow | 46 |  |
Derivatives settlement cash outflow (inflow) | 1 |  |
Derivative assets, notional amount | $ 150 | 950 |
Derivative receivable interest rate | 0.85% |  |
Derivative liabilities, notional amount | $ 150 | 950 |
Derivative payable interest rate | 0.85% |  |
Euro Fixed Rate Versus U S Fixed Rate Swap [Member] | Not later than one year [member] |  |  |
IfrsStatementLineItems [Line Items] |  |  |
Derivative financial liabilities | $ 7 |  |
L I B O R [Member] |  |  |
IfrsStatementLineItems [Line Items] |  |  |
Derivative financial liabilities | 7 | $ 11 |
Derivatives settlement cash outflow | 46 |  |
Derivatives settlement cash outflow (inflow) | 1 |  |
L I B O R [Member] | Not later than one year [member] |  |  |
IfrsStatementLineItems [Line Items] |  |  |
Derivative financial liabilities | $ 7 |  |

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- Definition The measure of a potential loss exposure as a result of future market movements, based on a specified confidence interval and measurement horizon. + References Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef -Name IFRS -Number 7 -IssueDate 2022-03-24 -Paragraph 41 -URI https://taxonomy.ifrs.org/xifrs-link?type=IFRS&num=7&code=ifrs-tx-2022-en-r&anchor=para_41&doctype=Standard -URIDate 2022-03-24 + Details
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- Details
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