Today I had to fix a bug with a site using PCA's Bank Account Validation. It was working great generally, but failing for IE7.
IE7! The bane of my life! It doesn't use CORS, doesn't even use IE8's crappy XDomainRequest object. It just plain can't make an AJAX call to an endpoint on a different domain.
OK, here's the meat. To make a JSONP call on PCA, you need to provide an extra parameter to the call. I found this mentioned randomly on this page of the PCA site.
You can either supply CallBackVariable or CallBackFunction in the call querystring, and bob's yer uncle.
Here's my code to show you how I did it.