Use Cursors:

declare Cursor_Name cursor scroll
for 
select max(salary) as salary from dep1  
union
select max(salary) as salart from dep2 order by salary desc
open Cursor_Name 
fetch absolute 1 from Cursor_Name
deallocate Cursor_Name

SELECT 
OUTERTABLE.EMPID,
MAX(OUTERTABLE.SALARY) 

FROM

(SELECT EMPID,MAX(SALARY) AS SALARY
FROM DEP1 
GROUP BY EMPID
UNION ALL
SELECT EMPID,MAX(SALARY) AS SALARY
FROM DEP2
GROUP BY EMPID) AS OUTERTABLE
GROUP BY OUTERTABLE.EMPID