We generalize the ultraviolet sector of gravitation via a Born-Infeld action using lessons from massive gravity. The theory contains all of the elementary symmetric polynomials and is treated in the Palatini formalism. We show how the connection can be solved algebraically to be the Levi-Civita connection of an effective metric. The non-linearity of the algebraic equations yields several branches, one of which always reduces to General Relativity at low curvatures. We explore in detail a minimal version of the theory, for which we study solutions in the presence of a perfect fluid with special attention to the cosmological evolution. In vacuum we recover Ricci-flat solutions, but also an additional physical solution corresponding to an Einstein space. The existence of two physical branches remains for non-vacuum solutions and, in addition, the branch that connects to the Einstein space in vacuum is not very sensitive to the specific value of the energy density. For the branch that connects to the General Relativity limit we generically find three behaviours for the Hubble function depending on the equation of state of the fluid, namely: either there is a maximum value for the energy density that connects continuously with vacuum, or the energy density can be arbitrarily large but the Hubble function saturates and remains constant at high energy densities, or the energy density is unbounded and the Hubble function grows faster than in General Relativity. The second case is particularly interesting because it could offer an interesting inflationary epoch even in the presence of a dust component. Finally, we discuss the possibility of avoiding certain types of singularities within the minimal model.