To state more explicitly the observation I alluded to in my comment above, we currently follow (without exception -- pun intended :) ) the convention that subclasses of exceptions that end in "Error" also end in "Error".  We also do the same with the suffix "Warning".

The latter is another reason to include the suffix "Error" -- to eliminate ambiguity as to whether the exception type inherits from a Warning class (e.g. from ImportWarning).