Derivatives and hedging activities (Tables)

6 Months Ended

Jun. 30, 2017

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Schedule of notional amounts of outstanding interest rate derivatives that were designated as cash flow hedges

As of June 30, 2017 and December 31, 2016, Belmond had the following outstanding interest rate derivatives stated at their notional amounts in local currency that were designated as cash flow hedges of interest rate risk: 

	June 30, 2017		December 31, 2016
	’000		’000
Interest rate swaps	€	72,563	€	72,938
Interest rate swaps	$	209,894	$	210,756
Interest rate caps	$	17,200	$	17,200

Schedule of fair value of derivative financial instruments

The table below presents the fair value of Belmond’s derivative financial instruments and their classification as of June 30, 2017 and December 31, 2016: 

		Fair value as of June 30, 2017		Fair value as of December 31, 2016
	Balance sheet location	$’000		$’000
Derivatives designated in a cash flow hedging relationship:
Interest rate derivatives	Accrued liabilities	(1,688	)	(2,310	)
Interest rate derivatives	Other liabilities	(700	)	(1,054	)
Total		(2,388	)	(3,364	)