You can change set of books name with Examine in the set of books screen. Steps are as follows

1) To change the name click on the Set of Book Name Field and
Navigate to Help-> Tools-> Examine.
Change the name to desired new name in the Value Column.

2) Change responsibility to System Administartion and Navigate to Profile->System.
Query up all GL set of books name profile options and check to see whether new name is already assigned
otherwise change GL set of books name option to new value as old value is no longer valid.

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