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Ja scheiße, ich hab vergessen runterzuscrollen. Ich hab auch Leo benutzt um mal nachzugucken was das heißt. Naja, aber das wäre genauso scheiße, oder? Außer die würden in dem Anime wirklich auf/in einem Damm irgendwas machen oder dort ihr Versteck haben ... ne, das klingt auch kacke.
Wikipedia ist mal wieder schlauer als wir:

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The word "bund" means an embankment or an embanked quay. The word comes from the Hindi-Urdu word band, which has Persian origins and meant an embankment, levee or dam (a cognate of English terms "bind", "bond" and "band", and the German word "Bund", etc.). In Chinese port cities, the English term came to mean, especially, the embanked quay along the shore. In English, "Bund" is pronounced to rhyme with "fund".

There are numerous sites in India, China, and Japan which are called "bunds" (e.g. the Yokohama Bund). However, "The Bund", without qualification as to where, can perhaps be taken to refer to this stretch of embanked riverfront in Shanghai.