Was it because of Air France??

If so:
How did Martin Scorsese presumably come up with "Conway" for Jimmy's last name?

"Growing up my dad was like 'You have a great last name, Galifianakis. Galifianakis...begins with a gal...and ends with a kiss...' I'm like that's great dad, can we get it changed to 'Galifianafuck' please?" -- Zach Galifianakis