[cafeinux]

Not sure how it is done in other countries, but it's very likely that the custom of using the last name in all caps exists elsewhere. AFAIK, it comes from the fact that some last names are also common first names, so it's easier to distinguish between the two like this, as the order isn't really that important. For example, if I see a DIDIER Bernard or a Bernard DIDIER, I know I need to call him M. Didier in a formal context or just Bernard in an informal one.