Question

I have nested while loops with a transaction in the inner loop, e.g.:

WHILE -- A
BEGIN
    WHILE -- B
    BEGIN
        -- tx here
    END
END

I need to shift control from the inner loop (B) to the outer loop (A) if the transaction fails.

Answer 1

Obviously pseudo but the important part is the BREAK; inside CATCH. How it behaves, though, will depend on the error level / severity of the actual failure.

WHILE ...
BEGIN
    WHILE ...
    BEGIN
        BEGIN TRY
            -- attempt tx here
        END TRY
        BEGIN CATCH
            BREAK; -- this will bring you back to outer while
        END CATCH
    END
END

P.S. the absolute bible on error handling was written by Erland Sommarskog, you should definitely put it in your bookmarks:

http://www.sommarskog.se/error_handling_2005.html