It is likely Convention Walk was named after the Great Unionist Convention of 1892 which showed the resolve of unionists to remain in the UK. According to Marshall, the street was probably built 1892-1893. Convention Street no longer exists only Convention Walk.
"That on the application of Mr Charles Ritchie a new street on his property situate off Island Street and Cuba Street be named Convention Street". (Improvement Committee, 22nd June 1892).