Depending on the configuration, there may be the ability to copy and paste to a local document. This could become a compliance issue depending on your industry. Say for example you deal with credit card numbers, social security numbers, etc. Someone could copy that data into an email or text file. It really depends on what kind of data you need to protect.
What is the specific industry?
What is the proposed infrastructure structure and flow of work to be completed?
Do you have to comply with HIPAA/HITECH, PCI, or any other types of compliance?
UPDATE: The best option might be to assign company assets that have security measures implemented on them (full disk encryption, USB ports disabled, Logging and auditing enabled, block personal email and networking sites not needed in the HOSTS file, etc.) Not doing so could put information in the lawson system at potential risk. Never underestimate the human element, plan and engineer for it.
UPDATE2: This should help you out. check out http://support.citrix.com/proddocs/topic/xenapp5fp-w2k8/ps-admin-policy-rules.html
Prevent cut-and-paste data transfer between the server and the local clipboard
Resources > Other > Turn off clipboard mapping
and turn off clipboard mapping.
The only other thing is that you may want to also consider the ability to print screen to be considered a possible security hole as well. To disable this through group policy check out http://www.sdmsoftware.com/group-policy-preferences/disabling-print-screen-through-group-policy/
Also I would disable USB ports as well just to be more safe and secure.