SQL Language Guide : 7. Database Procedures, Sessions, and Events : Multiple Session Connections : Session Switching
 
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Session Switching
To switch sessions using a numeric session identifier, use the SET_SQL(SESSION) statement. To switch sessions using the connection name, use the SET CONNECTION statement.
To determine the numeric session identifier for the current session, use the INQUIRE_SQL(SESSION) statement. To determine the connection name for the current session, use the INQUIRE_SQL(CONNECTION_NAME) statement.
Applications can switch sessions in the following circumstances:
Within a transaction
While cursors are open
Within SQL block statements, such as a select loop
The program code for the nested session must be inside a host language subroutine. If it is not, the SQL preprocessor issues an error.
Within subroutines called by a WHENEVER statement
Within the following types of routines:
Error handlers
Message handlers
Database event handlers
Note:  Sessions cannot be switched inside a database procedure.
After an application switches sessions, the error information obtained from the SQLCA or the INQUIRE_SQL statement is not updated until an SQL statement has completed in the new session.