Syntax:
[begin_label:] LOOP
    statement_list
END LOOP [end_label]

LOOP implements a simple loop construct, enabling repeated execution of
the statement list, which consists of one or more statements, each
terminated by a semicolon (;) statement delimiter. The statements
within the loop are repeated until the loop is exited; usually this is
accomplished with a LEAVE statement.

A LOOP statement can be labeled. See [HELP BEGIN END] for the rules
regarding label use.

URL: http://dev.mysql.com/doc/refman/5.5/en/loop-statement.html

