The French term for a mixture of egg yolks and cream used to thicken sauces is liaison. In classical French cooking, a liaison is stirred into a sauce or soup near the end of cooking. The egg yolks add richness and help create a smooth, lightly thickened texture, while cream softens the flavor and appearance.
A liaison must be added carefully because high heat can make the egg yolks scramble. Cooks usually temper it by whisking some hot liquid into the egg-and-cream mixture first, then returning it gradually to the pan. The sauce is generally heated gently afterward and not boiled.
The answer is easy to confuse with a roux, which thickens with flour and fat, or beurre manié, a kneaded mixture of butter and flour. Velouté is a sauce made from stock thickened with a roux, not an egg-and-cream thickener. In modern kitchens, cream alone, starches, or blended vegetables may replace a traditional liaison.