Absolutely! In a dressage saddle, you can't rely so much on your legs to hold you in place, to stay upright, with your legs hanging long, takes core strength in itself, let alone trying to engage the core to use your seat.
Pilates is great to build up core strength, I also run quite a bit which in itself helps the core, if you engage your core while you're running.
Planks are good too, and leg lifts - lay flat on the floor, hands by your sides, palms down, then keep your legs straight and together, lift them to a 90 degree angle, hold, and lower again. See how many you can do without your abs turning into flaming balls of muscle :P
Another one I like is to get on the floor, legs out straight in sitting position. Rock your upper body back until your seat bones are on the ground, then lift your legs about 45 degrees to match the angle of your upper body, legs straight, and hold for as long as you can. That BURNS!!!!