Rule Definition
SQL queries can raise exception. If they are not properly catched, the troubleshooting get harder and thus cost is higher. This rule works at the local level. Which means that if the function is called by another function ,and the call is inside a try-on block, it is still a violation because Try-Catch must be implemented at the lowest level of processing to allow fine-grained specialization in exception handling.

Remediation
Add try-on block outside the SQL query

Violation Code Sample

function TEST1()
TESTTEST1.T1 = "MMMM";
  with #sql{                                           //VIOLATION
  INSERT INTO TEST2
  ( select * from abcd
  }
$end

Fixed Code Sample

function TEST1()
TESTTEST1.T1 = "MMMM";
try                                 //FIXED
  with #sql{
  INSERT INTO TEST2
  ( select * from abcd
  }

 onException
  ...........
  end

$end

EGL Best Practices: Coding For Performance. November 10, 2009. Edition 2