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This question is inspired by this post: reason for memory leakage in C C++
What are the other kind for problem that can arise because of using exceptions?
I mean what are the problems that we should keep in mind while using exception handling
Bjarne Stroustrup has made the chapter on exception safety (The C++ Programming Language, 3rd ed.) available.
Additionally you have to make sure that exceptions interrupting your functions mid-call will be harmless. If you use RAII (the generally recommended approach) to automatically release mutexes, for instance, you could get halfway through an atomic operation (money withdrawn from bank account 1), throw an exception, and leave the system in an inappropriate state (money not yet deposited to bank account 2).
The somewhat classic ScopeGuard article has additional information.