  A system of dynamically consistent nonlinear evaluation
(${\cal{F}}$-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 ${\cal{F}}$-evaluation by the
solution of a backward stochastic differential equation (BSDE). Under a general
domination condition, we prove that any ${\cal{F}}$-evaluation can be
represented by the solution of a BSDE with a generator which is Lipschitz in
$y$ and uniformly continuous in $z$.
