Vectored Exception Handling
Vectored exception handlers are an extension to structured exception handling. An application can register a function to watch or handle all exceptions for the application. Vectored handlers are not frame-based, therefore, you can add a handler that will be called regardless of where you are in a call frame. Vectored handlers are called in the order that they were added, after the debugger gets a first chance notification, but before the system begins unwinding the stack.
To add a vectored continue handler, use the AddVectoredContinueHandler function. To remove this handler, use the RemoveVectoredContinueHandler function.
To add a vectored exception handler, use the AddVectoredExceptionHandler function. To remove this handler, use the RemoveVectoredExceptionHandler function.