Central class for exception handling

Hi guys,
In my website all pages and class libraries have try-catch in them.
What's the best way to handle ALL errors centrally, like creating one class and instantiating that class to pass the method name and error? At the moment it's difficult to debug these C# methods because when an exception occurs, it is the calling method that throws the error, but the calling method could possibly be calling another method B, and another method B could be calling another method C, and so on.
I use C# and I just use "throw" in my try-catch block.
Thanks
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