The Bund was the main thoroughfare in Shanghai in 1936, as it is today, and all the main trading companies, banks and hotels were located there, facing the famous waterfront of the city.
Davina lunches at the Cathay Hotel in Chapter 3 and in Chapter 9 Cheung Pak-ho seduced Irina there. The outside of the hotel and a bedroom are shown, unfortunately, this bedroom only had twin beds, so it can’t have been the one!