Thanks for the help. It worked after I processed the dimension before processing the cube. What surprises me is that I was getting this error even when I was doing a Full Process of the entire cube. Nevertheless, I guess I'll process the dimensions first from now on.
Dan: Unfortunately, the keys in the source tables are alphanumeric, so I guess I'll have to use the same here. Will however keep this in mind for future projects. I've seen the Kimball Group website, though not at length. Will do so. Thanks!
Franky: Thanks! An automated ETL process runs everyday, where the dimension and fact tables are updated with the latest data before the cube is processed.
Mark: There was no problem with data quality. In fact, I ran the following query to check for data mismatches and I didn't get any records in the output:
F.DIM1CODE NOT IN
Once again, thanks, all! I really appreciate it. :-)