Neither of the first two movies actually gave their villains nicknames outright. Stane said that he and Tony were "iron mongers" in IM1, but neither Whiplash nor Crimson Dynamo (Vanko was an amalgamation of both characters) were even alluded to in IM2. If the villain in IM3 does turn out to be the Mandarin, I imagine they'll do the same thing with him.