("Righteousness King") Yama, the god of death and the ruling deity of the underworld, is known by this nickname.
Yama is in charge of judging and punishing the dead, and it is believed that the prospect of retribution deters humans from doing evil.
Because his father is the deity Dharma, the keeper of justice, Yudhishthira, the oldest of the five Pandava brothers, has this name as one of his epithets.
You may also want to read more about Hinduism here.
Be sure to check out my writings on religion here.