You could report this issue at Product Feedback. I doubt you'll get anywhere with it though. You're doing something very unusual; you're saying you want to parse a string in the Currency format but store it into a variable with a type that cannot accurately represent a currency value. The BCL developers chose to not allow this implicit cast to happen without complaining and that's a Good Thing. Their problem was however that there isn't a specialization of the System.Exception class that accurately reports what is going wrong. Dedicating yet another derived exception class for something so unusual would be uncalled for. Especially because the work-around is trivial:
int value = (int)Decimal.Parse(...);
int value = (int)Decimal.Parse(...);
