C# value is declared but never used

I have a try and catch where I am catching different error types:

catch (XmlException XmlExp)
{
    return false; 
}

catch (XmlSchemaException XmlSchExp)
{
    return false; 
}
catch (Exception GenExp)
{
    throw GenExp;
}

Notice that XMLException XMLExp is declared but never used. Is it possible to catch the XMLException without declaring a local variable?

Is this valid code:

catch (XmlException)
{
    return false; 
}