What is allowed after catching an unhandled exception

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In order to write a crash dump on windows I am catching unhandled exceptions, all using SetUnhandledExceptionFilter and MiniDumpWriteDump

Now this works (as good as it can) but my question is, once I am in my exception filter function, what am I allowed to do?

Can I theoretically still allocate new resources, write stuff onto my HD, start other processes etc.? I know basically my application crashed but does this impose any restrictions on what can be done once that happened? What do I have to keep in mind?

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