Well it's vicious but No Mercy says:

If my opponent have in play Destiny. He plays an attack, he makes his CC and I respond with No Mercy. I'll make a CC (mine) could I responsed with BRT or Akuma to give a very bad check to my opponent ? Because his CC is equal to mine CC and it's not a penalty.

Does it work ? If I read correctly, it works.

Yup, nothing's giving your opponent's check a penalty here so that works.

Thanks a lot Tag. I just love it.