XML 164 R155.htm IDEA: XBRL DOCUMENT v3.23.1

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 ($)
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

X

- 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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X

- 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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