Er, maybe? I'm familiar with Norse mythology and all, but I figured he just had a particularly obsessive mum or something. Y'know, the type that reads too much Tolkien and names their kid Frodo. Then again, I've met hell gods, so actual gods of Asgard isn't so far fetched.
The attacking New York thing, however, is completely over my head. Seems like a nice enough bloke, the few times I've spoken to him. Might be a different Loki?