Exception handling is executed by the thread that encountered the exception. The JLS says
If no catch clause that can handle an exception can be found, then the current thread (the thread that encountered the exception) is terminated. Before termination, all finally clauses are executed and the uncaught exception is handled according to the following rules:
If the current thread has an uncaught exception handler set, then that handler is executed.
Otherwise, the method uncaughtException is invoked for the ThreadGroup that is the parent of the current thread. If the ThreadGroup and its parent ThreadGroups do not override uncaughtException, then the default handler's uncaughtException method is invoke