You can configure it on the SEPM so it ll be applicable for all the clients which has that policy. 

Creating exceptions for Antivirus and Antispyware scans

• • Note: Security Risk Exceptions are global, and apply to all Scheduled Scans as well as real-time Auto-Protect.

• 1. Log into the SEPM and click Policies.
  2. Under Policies click Exceptions.
  3. Under Tasks click Add an Exceptions policy. This will create and open a new Centralized Exceptions Policy.
  4. In the left pane, click Exceptions policy and select Edit the policy under Tasks.
  5. In the policy, select Exceptions.
  6. Click the Add button to open a drop-down menu. Move the cursor over Windows Exceptions to open a second drop-down menu.
  7. Select  File.
  8. Note: if you are unsure about what type of exception to make please see the chapter entitled "Configuring Centralized Exceptions Policies" in the pdf "Administration Guide for Symantec™ Endpoint Protection and Symantec Network Access Control".
  9. Enter the appropriate information for the item to be excluded. For Extensions, File, and Folder exclusions, specify the type of scans that will be excluded from the drop down menu or menus.
  10. (Optional) Repeat steps 6 through 8 to add any other Security Risk Exceptions to the policy.
  11. Click OK.
  12. Assign the policy to a group within the SEPM.

Reference:

Creating Centralized Exceptions Policies in the Symantec Endpoint Protection Manager 12.1

http://www.symantec.com/docs/TECH183201

Hope this helps.........

Cool, thanks guys for the explanation and the updates.