I am working as consultant and, up until now, I was involved in projects with several client companies. So, on linkedin and my CV, I just put something like:
-client company 1 - external consultant (via <mycompany>) --experience1 --experience2 -client company 2 -external consultant (via <mycompany>) -- ...
I find it one of consultants' advantages: you are actually seeing a lot of different realities in little time and if your consultancy company is good those client companies are actually good names to put on your CV.
Anyway some consultants just put (at least on Linkedin, dunno about their CV) something like:
-major UK bank - external consultant (via <company>) --experience1 --experience2 -major telecom operator - external consultant (via <company>) -- ...
In other words they don't actually put the client company's name but just a description.
Why they do that? Maybe I'm the one who's violating some code? Is it inapproriate to put who your clients are?