What happens if an unhandled exception is thrown in Application_Start?

... will the Application_Start method be ran again for the next request(s) or not?

Does it depend on ASP.NET version, hosting server version and/or other context?

I am trying to determine if it's a good thing to load critical assemblies there or not. For example data access assemblies which are vital to the functioning of the whole application or not. Failure to load such assembly would make subsequent requests useless.