Certificate validation with non-standard CA

I have a Certificate which has been issued by a non-standard CA over which I have no control.

I generated the CSR, sent it to non-standard CA and it returned a valid Certificate.

This Certificate is normally used to sign documents I send to CA owners and they only accept documents signed with their own CA.

So far everything works as expected.

I also have CA public certificate. I would like (for testing and other purposes) to be able to verify locally MY Certificate is valid (i.e.: use some local openssl command to verify Certificate returned against CA Certificate).

Is this at all possible? If, so how?

Plain verification fails (perhaps because I have just the CA Certificate and not the whole chain):

$ openssl verify -CAfile CertificatoCA.pem 9AIN2012501.cer 
C = IT, O = Certificate Authority, OU = Nonstandard Certificate Authority, CN = 9AIN2012501
error 20 at 0 depth lookup: unable to get local issuer certificate
error 9AIN2012501.cer: verification failed

Any idea? Thanks in Advance