Exchange 2013 Management Shell: The WinRM client cannot process the request because the server name cannot be resolved

After installing Exchange 2013 CU2 on a server it was not possible to start Exchange 2013 Management Shell.

Cause: someone configured a proxy with no exceptions

netsh winhttp show proxy:

Proxy Server(s): proxy.contoso.local:8080
Bypass List: (none)

 

Solution:

netsh winhttp set proxy proxy-server="http=proxy.contoso.local:8080" bypass-list="*.contoso.local,<local>"

Note: Use "<local>" to bypass all short name hosts.