Aggregate notional amount specified by the derivative(s). Expressed as an absolute value.

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-Name Regulation S-X (SX)
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Derivative, Higher Range of Basis Spread, Variable Rate

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Swapped Foreign Currency Exchange Rate

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The total of the swap rate and credit spread on loan.

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The reference rate for the variable rate of the debt instrument, such as LIBOR or the US Treasury rate and the maturity of the reference rate used, such as three months or six months LIBOR.

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The percentage points added to the reference rate to compute the variable rate on the interest rate derivative.

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Fair value, before effects of master netting arrangements, of a financial asset or other contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset. Includes assets elected not to be offset. Excludes assets not subject to a master netting arrangement.

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Reference 1: http://www.xbrl.org/2003/role/presentationRef
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-Name Accounting Standards Codification
-Topic 210
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Fixed interest rate related to the interest rate derivative.

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Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table.

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Amount of decrease in the fair value of derivatives recognized in the income statement.

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Date the derivative contract matures, in CCYY-MM-DD format.

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The amount of net gain (loss) reclassified into earnings in the period when cash flow hedge is discontinued because it is probable that the original forecasted transactions will not occur by the end of the original period or an additional two month time period.

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The parent entity's interest in net assets of the subsidiary, expressed as a percentage.

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Including the current and noncurrent portions, carrying value as of the balance sheet date of uncollateralized debt obligations (with maturities initially due after one year or beyond the operating cycle if longer).

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Derivative and Hedging Activities (Interest Rate Derivatives Designated as Cash Flow Hedges) (Details) ₩ in Thousands, $ in Thousands	12 Months Ended
	Dec. 31, 2016 USD ($)	Dec. 31, 2014 USD ($)	Dec. 31, 2016 KRW (₩)	Dec. 31, 2015 USD ($)
Derivative [Line Items]
Derivative Asset, Fair Value, Gross Asset	$ 381			$ 0
Interest Rate Cash Flow Hedges [Abstract]
Noncontrolling Interest, Ownership Percentage by Parent	71.00%	72.00%	71.00%	71.00%
Debt Instrument, Description of Variable Rate Basis	LIBOR
Consolidated Subsidiaries Interest Rate Swap 1 [Domain]
Interest Rate Cash Flow Hedges [Abstract]
Noncontrolling Interest, Ownership Percentage by Parent	100.00%		100.00%
Notional amount	$ 200,000
Derivative, Fixed Interest Rate	1.64%		1.64%
Derivative, Basis Spread on Variable Rate	1.45%		1.45%
Total Swapped Rate On Loan	3.09%		3.09%
Derivative, Maturity Date	Feb. 01, 2019
Unsecured Debt	$ 475,000
Derivative, Lower Range of Basis Spread, Variable Rate	1.35%		1.35%
Derivative, Higher Range of Basis Spread, Variable Rate	1.90%		1.90%
Consolidated Subsidiaries Interest Rate Swap 1 [Domain] \| London Interbank Offered Rate (LIBOR) [Member]
Interest Rate Cash Flow Hedges [Abstract]
Debt Instrument, Description of Variable Rate Basis	one-month LIBOR
Consolidated Subsidiaries Interest Rate Swap 2 [Domain]
Interest Rate Cash Flow Hedges [Abstract]
Noncontrolling Interest, Ownership Percentage by Parent	100.00%		100.00%
Notional amount	$ 175,000
Derivative, Fixed Interest Rate	1.65%		1.65%
Derivative, Basis Spread on Variable Rate	1.45%		1.45%
Total Swapped Rate On Loan	3.10%		3.10%
Derivative, Maturity Date	Feb. 01, 2019
Unsecured Debt	$ 475,000
Derivative, Lower Range of Basis Spread, Variable Rate	1.35%		1.35%
Derivative, Higher Range of Basis Spread, Variable Rate	1.90%		1.90%
Consolidated Subsidiaries Interest Rate Swap 2 [Domain] \| London Interbank Offered Rate (LIBOR) [Member]
Interest Rate Cash Flow Hedges [Abstract]
Debt Instrument, Description of Variable Rate Basis	one-month LIBOR
Consolidated Subsidiaries Interest Rate Swap 3 [Domain]
Interest Rate Cash Flow Hedges [Abstract]
Noncontrolling Interest, Ownership Percentage by Parent	100.00%		100.00%
Notional amount	$ 100,000
Derivative, Fixed Interest Rate	1.64%		1.64%
Derivative, Basis Spread on Variable Rate	1.45%		1.45%
Total Swapped Rate On Loan	3.09%		3.09%
Derivative, Maturity Date	Feb. 01, 2019
Unsecured Debt	$ 475,000
Derivative, Lower Range of Basis Spread, Variable Rate	1.35%		1.35%
Derivative, Higher Range of Basis Spread, Variable Rate	1.90%		1.90%
Consolidated Subsidiaries Interest Rate Swap 3 [Domain] \| London Interbank Offered Rate (LIBOR) [Member]
Interest Rate Cash Flow Hedges [Abstract]
Debt Instrument, Description of Variable Rate Basis	one-month LIBOR
Consolidated Subsidiaries Interest Rate Swap 4 [Domain]
Interest Rate Cash Flow Hedges [Abstract]
Noncontrolling Interest, Ownership Percentage by Parent	100.00%		100.00%
Notional amount	$ 12,000
Derivative, Fixed Interest Rate	2.09%		2.09%
Derivative, Basis Spread on Variable Rate	1.40%		1.40%
Total Swapped Rate On Loan	3.49%		3.49%
Derivative, Maturity Date	Mar. 01, 2024
Unconsolidated Joint Ventures Interest Rate Swap 1 (Member)
Interest Rate Cash Flow Hedges [Abstract]
Noncontrolling Interest, Ownership Percentage by Parent	50.00%		50.00%
Notional amount	$ 132,534
Derivative, Fixed Interest Rate	2.40%		2.40%
Derivative, Basis Spread on Variable Rate	1.70%		1.70%
Total Swapped Rate On Loan	4.10%		4.10%
Derivative, Maturity Date	Apr. 01, 2018
Unconsolidated Joint Ventures Interest Rate Swap 2 (Member)
Interest Rate Cash Flow Hedges [Abstract]
Noncontrolling Interest, Ownership Percentage by Parent	50.00%		50.00%
Notional amount	$ 132,534
Derivative, Fixed Interest Rate	2.40%		2.40%
Derivative, Basis Spread on Variable Rate	1.70%		1.70%
Total Swapped Rate On Loan	4.10%		4.10%
Derivative, Maturity Date	Apr. 01, 2018
Unconsolidated Joint Ventures Interest Rate Swap3 [Member]
Interest Rate Cash Flow Hedges [Abstract]
Noncontrolling Interest, Ownership Percentage by Parent	50.10%		50.10%
Notional amount	$ 168,983
Derivative, Fixed Interest Rate	1.83%		1.83%
Derivative, Basis Spread on Variable Rate	1.75%		1.75%
Total Swapped Rate On Loan	3.58%		3.58%
Derivative, Maturity Date	Dec. 01, 2021
Unconsolidated Joint Ventures Interest Rate Swap 4 [Member]
Interest Rate Cash Flow Hedges [Abstract]
Noncontrolling Interest, Ownership Percentage by Parent	34.30%		34.30%
Notional amount	$ 52,065		₩ 60,500,000
Derivative, Fixed Interest Rate	1.52%		1.52%
Derivative, Basis Spread on Variable Rate	1.60%		1.60%
Total Swapped Rate On Loan	3.12%		3.12%
Derivative, Maturity Date	Sep. 01, 2020
Swapped Foreign Currency Exchange Rate	1,162.0
Equity Method Investments [Member] \| Unconsolidated Properties [Member]
Derivative [Line Items]
Derivative Asset, Fair Value, Gross Asset
Starwood Transaction [Member]
Interest Rate Cash Flow Hedges [Abstract]
Gain (Loss) on Discontinuation of Cash Flow Hedge Due to Forecasted Transaction Probable of Not Occurring, Net		$ 4,900
Derivative, Loss on Derivative		$ 2,900