If you’re a fan of the keyboard shortcuts in Visual Studio, the you now and use CTRL + ALT + E. This is a classic one when you are in debug mode. This shortcut will display the Exception settings where you can define the type of exceptions in wich Visual Studio must interrupt in a debugging session.
The truth is that I had never thought the advantages that might have this window if not be MODAL. Now Visual Studio 2015 offers us the possibility of having these options in a panel, a not MODAL one.
And in addition, this new panel brings other interesting options. For example, a toolbar with a filter for the exception type we are looking for
Also now is possible to show only selected for the thrown exceptions
And several more options I see that MSDN friends very well explained in this post.
Greetings @ La Finca