You can intercept, or catch, exceptions of a specific type before the stack has been unwound. Use this command with no arguments to list the types that are being intercepted. Use --a to intercepted all throws. Use typename to add a type to the intercept list. Use --x to exclude a particular type from being intercepted.
For example, to intercept all types except int, you could enter:
(dbx) intercept -a (dbx) intercept -x int