DRf, handle unhandled exception

When using DRF, Django's ValueError (django.core.exceptions) and IntegrityError (django.db) is not handled.

DRF's def exception_handler has exception handling code for (APIException, Http404, PermissionDenied)

Below is a code for Http404

 elif isinstance(exc, Http404):
     msg = _('Not found.')
     data = {'detail': six.text_type(msg)}

     set_rollback()
     return Response(data, status=status.HTTP_404_NOT_FOUND)

So I can create my custom exception handler as

 def custom_exception_handler(exc, context):
     # Call REST framework's default exception handler first,
     # to get the standard error response.
     response = exception_handler(exc, context)

     if isinstance(exc, ValidationError) or isinstance(exc, IntegrityError):
         data = {
             'errors': str(exc)
         }
         set_rollback()   # not sure about this line
         response = Response(data, status=status.HTTP_500_INTERNAL_SERVER_ERROR)

     return response

I'm not sure about the purpose of set_rollback() line in the code, and not sure if I'm safe with this code.