HSM RNG - Compliance to FIPS 186-2 If the RNG of a HSM is said to be compliant to FIPS 140-2 (approved DRBG - SP 800-90 CTR mode) does also imply that it is compliant to FIPS 186-2 ?
FIPS 140-2 and FIPS 186-2 (PDF) are not standards that describe RNGs.

FIPS 140-2 refers the task of standardizing RNGs to SP800-90 (PDF) which specifies software-based pseudo random number generators, to which your module seems compliant.

FIPS 186-2 only talks about RNGs in one place, in Appendix 3, where it says that using the RNG from appendix C of ANSI X9.17 is appropriate (it no longer is as of today) and it also says that using other FIPS approved is appropriate. As it stands it looks like the RNG can be considered appropriate because FIPS 200 (PDF) says, that you should follow SP800-53 (PDF) which in turn says that SP 800-90 should be followed, which specifies the RNG in question and thereby the RNG is "FIPS-approved".

Note though that you can't claim FIPS 186-2 compliance just because you use a compliant RNG because FIPS 186-2 specifies the RSA, DSA and ECDSA signature algorithms which you'd have to implement and provide properly in order to claim FIPS 186-2 compliance.

The relevant quote from FIPS 186-2 Appendix 3 (PDF):


  Any implementation of the DSA requires the ability to generate random
  or pseudorandom integers. Such numbers are used to derive a user's
  private key, x, and a user's per message secret number, k. These
  randomly or pseudorandomly generated integers are selected to be
  between 0 and the 160-bit prime  q  (as  specified  in  the 
  standard).   They  shall  be  generated  by  the  techniques  given 
  in  this appendix, or using other FIPS approved security methods. 
  
  One FIPS approved pseudorandom integer generator is supplied in
  Appendix C of ANSI X9.17, "Financial Institution Key Management
  (Wholesale)".