Bulk Synchronous Parallel ML is a high-level language for programming parallel algorithms. Built upon OCaml and using the BSP model, it provides a safe setting for their implementation, avoiding concurrency related prob- lems (deadlocks, indeterminism). Only a limited set of the features of OCaml can be used in BSML to respect its prop- erties of safety: this paper describes a way to add excep- tion handling to this set by extending and adapting OCaml's exceptions. After a precise definition of the problems that arise and an informal description of the solutions, an ex- tension of BSML is proposed. Formal semantics define the behaviour in all possible cases, followed by a short descrip- tion of the implementation.