How is exception in SQLCLR code handled?

If you remember in the previous section's we had mentioned that there is One Appdomain / User / Database. So if there is an error in any of the Appdomain SQL Server will shut down the Appdomain , release all locks if the SQLCLR was holding and rollback the transaction in case if there are any.
So the Appdomain shut down policy ensures that all other Appdomain including SQL Server process is not affected.