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Chris Brumme does it again, shedding light on an important area of the CLR in The Exception Model: “Instead, this blog is on the managed exception model.  This is an unusual topic for me.  In the past, I’ve picked topics where I can dump information without having to check any of my facts or do any research.  But in the case of exceptions I keep finding questions I cannot answer.  At the top level, the managed exception model is nice and simple.  But – as with everything else in software – the closer you look, the more you discover.”

My emphasis added. I think that applies to the CLR in general, don't you?