std::shared_ptr Exception Safety

template<class Y> explicit shared_ptr(Y* p);

[util.smartptr.shared.const]/6 Throws: bad_alloc, or an implementation-defined exception when a resource other than memory could not be obtained.
[util.smartptr.shared.const]/7 Exception safety: If an exception is thrown, delete p is called.

So no, no memory leak.

Late answer, but it is better to use make_shared() for exception safety, as outlined in GotW #102: The following code is not exception safe:

 f( std::shared_ptr<T1>{ new T1 }, std::shared_ptr<T2>{ new T2 } );

Whereas the following is:

f( std::make_shared<T1>(), std::make_shared<T2>() );