As far as I know Romans named this lands Sarmatia. Poland is Sarmatia and Ukraine is Sarmatia and North Caucasia is Sarmatia too. Although Romans distinguished between Slavic, Sarmatia and other tribes.
The Scandinavian tribes were named Northmen. It's really easy!
I suggest the Romans didn't think about Central Africa, I know that the territory of Sahara desert was named Libia. (correct me if I'm not right)