In　this　paper,　we　consider　filtration-consistent　nonlinear　expectations　which　satisfy　a　general　domination　condition.　We　show　that　filtration-consistent　nonlinear　expectations　can　be　represented　byg-expectations　defined　by　the　solutions　of　backward　stochastic　differential　equations,　whose　generators　are　independent　ofyand　uniformly　continuous　inz.　As　an　application,　we　establish　a　concentration　inequality　for　time-consistent　risk　measures.