Ups, one mistake: in OTHER you have to use real names of dimensions
*SELECT(%GROUP1%, ID, ACCOUNT, "[ACCOUNT_GROUP] <> 'STAT'")
//*XDIM_MEMBERSET ACCOUNT = %GROUP1% - not required
*RUN_PROGRAM CURR_CONVERSION
CATEGORY = %VERSION_SET%
//ENTITY = %COMPANY_CODE_SET% - Entity in other!!!
TID_RA = %TIME_SET%
RATEENTITY = GLOBAL
CURRENCY = USD
OTHER = [ACCOUNT=%GROUP1%;COMPANY_CODE=%COMPANY_CODE_SET%]
*ENDRUN_PROGRAM
Hope that the account dimension has name ACCOUNT.
Vadim