Severity 20 - Fatal Error in LOCAL CURSOR after FETCH
First solution: 
When I changed the CURSOR declaration to

DECLARE CurName CURSOR LOCAL FORWARD_ONLY STATIC READ_ONLY FOR ...


(or at least added the STATIC keyword), it runs fine.

Final solution:
The table had a geometry and a geography column, which were dropped this weekend (together with the two corresponding spatial indexes).

Since this was the only change to this table, I decide to rebuild the clustered primary key index, which solved this problem.

It seems, that the SP2 CU11 in SQL2014 has a small bug in this special case, so maybe someone with a similar problem find this solution useful...