I agree with the advice received on this post.
I am coming from an QS-9000 percepective where the mfg. "certification" wouldn't pass in my audits. But, as QS-9000 is obsolete, from an ISO-9001:2000 perspective, I agree with the other comments, as long as this "certification" from the OEM is traceable to a National Standards or say 17025 I would accept it.
Also, note that you should determine when somethingsneeds calibrating as to how "critical" this tool is to your process. Something like a CMM should be "Calibrated" in my opinion. Most calipers, micrometers, etc. that you use everyday for any critical measurments should also be calibrated in my opinion. Mics, calipers, etc. that are used for reference only, accept the "certification" cert, stick a reference only sticker on the tool and use it just for reference.