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BA

It stands for borrower arbitrage; a type of one-way arbitrage which capitalizes on violations to the law of one price...

Borrower Arbitrage

A type of one-way arbitrage which capitalizes on violations to the law of one price (LOP) for borrowing rate (ask)....

One-Way Arbitrage

A type of arbitrage (inter-market price differential) that involves only one side of the arbitrage transaction. For example, a trader...