To use a cursor, you basically need to use a while loop.

If you're assigning values to your variables inside the loopp using select statements, you might want to reinitialize your variables. That's because if no rows are returned from the select statement, the variable won't change its value.

To be clear, here's an example.

DECLARE @db int

--Initialize the variable

SET @db = 1

--Check the value

SELECT @db

--Try to assign value to a variable with a select that won't return rows

SELECT @db = object_id

FROM tempdb.sys.objects

WHERE 1 = 2

ORDER BY object_id

--Check the value

SELECT @db

--Assign value to a variable with a select that returns rows

SELECT @db = object_id

FROM tempdb.sys.objects

ORDER BY object_id

--Check the value

SELECT @db

In another set of ideas, your cursor might be causing slow performance and if you post the complete code with ddl and sample data for the tables involved, we can help you to change it to a solution that will outperform your current method.