Hi Valentin
I see that there is a new SAP Note that was created in the last few weeks:
Note 1835889 - BRFplus: Exception handling for static method
This message will put a reference to your exception into the PREVIOUS parameter of the CX_FDT_PROCESSING exception so that it can be handled in the calling code.
I notice that Note is currently only technically valid for Netweaver releases 7.31 and 7.40 but I think it should probably be extended for some lower releases too... at least down to 7.02. If you aren't on NW7.31 or NW7.40 then I'd suggest you raise an OSS Message and ask SAP to extend the Note to your release level.
Regards
Glen