http://www.kansascity.com/sports/college/big-12/article648582.html

The Roman numerals have been cause for contention in the past. One example: league officials prefer that the league be referred to as the “Big 12” in print, as opposed to the “Big XII.”

http://www.baseball-reference.com/bullpen/Big_12_Conference

According to the Big 12 Conference's website, the use of the alternate names "Big Twelve" and "Big XII" are incorrect; the trademarked name of the conference is "Big 12 Conference" (notwithstanding that the conference logo features the Roman numeral XII).