Coping
In masonry the protective covering that would be applied on the top of a wall is called coping. In our Chicago winters we experience temps below 32º, when this happens to a masonry wall that had coping that has leaked the wall expands during the process of the water turning into ice. This can be a serious and costly problem, coping should be checked every year by a competent roofing and masonry company, before you have a problem.
This is a picture of coping on a flat roof parapet wall, notice the coping is like a roof, keeping everything dry.