Rule Definition
Exception handling tends to be relatively costly, given the work in unwinding the stack, trying various exception handlers, and so on. You should avoid placing try/catch blocks within a method that is called in a loop as it can add up when performed many times inside a loop.

Remediation
If possible, put the loop inside the try/catch block.

Violation Code Sample

public class ExceptionTest {
    static final int N = 18000000;

    public void myException(void) {
         Throwable exc = new Throwable();
         try {                                               
             throw exc;
         } catch (Throwable e) { }
    }
}

public class LoopTest {
    static final int N = 18000000;
    private ExceptionTest et = new ExceptionTest();
 
    public void myLoop(void) {
       for (int i = 1; i <= N; i++) {
            et.myException(); // VIOLATION
       }
    }
}

Fixed Code Sample

public class ExceptionTest {
     static final int N = 18000000;

     public void myException(void) throws Throwable {
         Throwable exc = new Throwable();
         throw exc;
    }
}

public class LoopTest {
     static final int N = 18000000;
     private ExceptionTest et = new ExceptionTest();
 
     public void myLoop(void) {
         try {                                               
             for (int i = 1; i <= N; i++) {
                  et.myException(); // FIXED
             }
        } catch (Throwable e) { }
    }
}

http://www.precisejava.com/javaperf/j2se/Exceptions.htm