  The present paper provides a representation result for monetary risk measures
(i.e., monotone translation invariant functionals) satisfying a weak maxitivity
property. This result can be understood as a functional analytic generalization
of G\"{a}rtner-Ellis large deviations theorem. In contrast to the classical
G\"{a}rtner-Ellis theorem, the rate function is computed on an arbitrary set of
continuous real-valued functions rather than the dual space. As an application
of the main result, we establish a large deviation result for sequences of
sublinear expectations on regular Hausdorff topological spaces.
