<Window x:Class="WpfApp4.MainWindow"
        xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
        xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
        xmlns:d="http://schemas.microsoft.com/expression/blend/2008"
        xmlns:mc="http://schemas.openxmlformats.org/markup-compatibility/2006"
        xmlns:local="clr-namespace:WpfApp4"
        mc:Ignorable="d"
        Title="MainWindow" Height="350" Width="525"
        DataContext="{StaticResource MainModel}">
    <Window.Resources>
        <ExceptionValidationRule  x:Key="MyRule" />
    </Window.Resources>
    <Grid>
        <StackPanel>
            <TextBox Text="{local:MyBinding Test, ValidationRule={StaticResource MyRule}}"/>
        </StackPanel>
    </Grid>
</Window>

using System.Windows.Controls;
using System.Windows.Data;

namespace WpfApp4
{
    public class MyBinding : Binding
    {
        public MyBinding() { }
        public MyBinding(string path) : base(path) { }

        ValidationRule _validationRule;

        public ValidationRule ValidationRule
        {
            get
            {
                return _validationRule;
            }

            set
            {
                if (value != null)
                {
                    ValidationRules.Add(value);
                }
                else
                {
                    ValidationRules.Remove(_validationRule);
                }
                _validationRule = value;


            }
        }
    }
}