diff --git a/msrest/exceptions.py b/msrest/exceptions.py
index 6ac7dcc..3b8788e 100644
--- a/msrest/exceptions.py
+++ b/msrest/exceptions.py
@@ -136,7 +136,13 @@ class HttpOperationError(ClientException):
                 self.error = deserialize(resp_type, response)
                 if self.error is None:
                     self.error = deserialize.dependencies[resp_type]()
-                self.message = self.error.message
+                # ARM uses OData v4
+                # http://docs.oasis-open.org/odata/odata-json-format/v4.0/os/odata-json-format-v4.0-os.html#_Toc372793091
+                # Code and Message are REQUIRED
+                self.message = "({}) {}".format(
+                    self.error.error.code,
+                    self.error.error.message
+                )
         except (DeserializationError, AttributeError, KeyError):
             pass
 

diff --git a/tests/test_exceptions.py b/tests/test_exceptions.py
new file mode 100644
index 0000000..2995593
--- /dev/null
+++ b/tests/test_exceptions.py
@@ -0,0 +1,92 @@
+#--------------------------------------------------------------------------
+#
+# Copyright (c) Microsoft Corporation. All rights reserved. 
+#
+# The MIT License (MIT)
+#
+# Permission is hereby granted, free of charge, to any person obtaining a copy
+# of this software and associated documentation files (the ""Software""), to deal
+# in the Software without restriction, including without limitation the rights
+# to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+# copies of the Software, and to permit persons to whom the Software is
+# furnished to do so, subject to the following conditions:
+#
+# The above copyright notice and this permission notice shall be included in
+# all copies or substantial portions of the Software.
+#
+# THE SOFTWARE IS PROVIDED *AS IS*, WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+# IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+# FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+# AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+# LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+# OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN
+# THE SOFTWARE.
+#
+#--------------------------------------------------------------------------
+import json
+import unittest
+try:
+    from unittest import mock
+except ImportError:
+    import mock
+
+import requests
+
+from msrest.serialization import Model, Deserializer
+from msrest.exceptions import HttpOperationError
+
+
+class TestExceptions(unittest.TestCase):
+
+    def test_custom_exception(self):
+
+        class ErrorResponse(Model):
+            _attribute_map = {
+                'error': {'key': 'error', 'type': 'ErrorDetails'},
+            }
+            def __init__(self, error=None):
+                self.error = error
+
+
+        class ErrorResponseException(HttpOperationError):
+            def __init__(self, deserialize, response, *args):
+                super(ErrorResponseException, self).__init__(deserialize, response, 'ErrorResponse', *args)
+
+        class ErrorDetails(Model):
+            _validation = {
+                'code': {'readonly': True},
+                'message': {'readonly': True},
+                'target': {'readonly': True},
+            }
+
+            _attribute_map = {
+                'code': {'key': 'code', 'type': 'str'},
+                'message': {'key': 'message', 'type': 'str'},
+                'target': {'key': 'target', 'type': 'str'},
+            }
+
+            def __init__(self):
+                self.code = None
+                self.message = None
+                self.target = None
+
+        deserializer = Deserializer({
+            'ErrorResponse': ErrorResponse,
+            'ErrorDetails': ErrorDetails
+        })
+
+        response = mock.create_autospec(requests.Response)
+        response.text = json.dumps(
+            {
+                "error": {
+                    "code": "NotOptedIn",
+                    "message": "You are not allowed to download invoices. Please contact your account administrator (ptvsazure@outlook.com) to turn on access in the management portal for allowing to download invoices through the API."
+                }
+            }            
+        )
+        response.headers = {"content-type": "application/json; charset=utf8"}
+
+        excep = ErrorResponseException(deserializer, response)
+
+        self.assertIn("NotOptedIn", str(excep))
+        self.assertIn("You are not allowed to download invoices", str(excep))

Improve exception string if custom exception
Example, with this:
https://github.com/Azure/azure-sdk-for-python/blob/master/azure-mgmt-billing/azure/mgmt/billing/models/error_response.py

And this answer:
```python
{
	"error": {
		"code": "NotOptedIn",
		"message": "You are not allowed to download invoices. Please contact your account administrator (ptvsazure@outlook.com) to turn on access in the management portal for allowing to download invoices through the API."
	}
}
```

We should have something better than:
```python

D:\VEnvs\AzureCli\Lib\site-packages\azure\mgmt\billing\operations\invoices_operations.py in internal_paging(next_link, raw)
    110
    111             if response.status_code not in [200]:
--> 112                 raise models.ErrorResponseException(self._deserialize, response)
    113
    114             return response

ErrorResponseException: Operation returned an invalid status code 'Unauthorized'
```

We loose the message
tests/test_exceptions.py::TestExceptions::test_custom_exception