A　system　of　dynamically　consistent　nonlinear　evaluation　(-evaluation)　provides　an　ideal　characterization　for　the　dynamical　behaviors　of　risk　measures　and　the　pricing　of　contingent　claims.　The　purpose　of　this　paper　is　to　study　the　representation　for　the　-evaluation　by　the　solution　of　a　backward　stochastic　differential　equation　(BSDE).　Under　a　general　domination　condition,　we　prove　that　any　-evaluation　can　be　represented　by　the　solution　of　a　BSDE　with　a　generator　which　is　Lipschitz　in　y　and　uniformly　continuous　in　z.