In Matthew 27:37, the charges against Jesus are fastened to the cross above his head:
Above his head they placed the written charge against him: This is Jesus, the King of the Jews.
NIV
In fact, all four canonical gospels record this.
Did Roman law require that charges were displayed at executions, or was this merely customary ceremony?
I am not aware of a law requiring the charge to be hung. However, there is record by Cassius Dio of the same practice having taken place in the Roman world.
but in the case of the second slave, who had deserted his son, led him through the midst of the Forum with an inscription making known the reason why he was to be put to death, and afterwards crucified him, the emperor was not vexed. Cassius Dio Roman Histories 54.3.7-8
You can also see the exact document and other notes, here.
Customary, so that passers by would know why they had been so executed.
"It was the custom of the Romans to use gypsum letters written on a rough board affixed to a cross to proclaim the reason why a person was being executed, although three languages were not always used." Source: http://www.christiananswers.net/q-aig/aig-t001.html
The charge that Pilate chose is also called a "title" by John in John 19:19-20:
"And Pilate also wrote a title, and put [it] on the cross, and it was written, `Jesus the Nazarene, the king of the Jews;' 20 this title, therefore, read many of the Jews, because the place was nigh to the city where Jesus was crucified, and it was having been written in Hebrew, in Greek, in Roman." (YLT)
The title or charge was written in Latin (legal), Greek (the international language of the day), and in Hebrew (the religious language of the Judeans).
