To act as the server for the client-side SSL session, an interception proxy must have access to the private key that corresponds to the certificate it's presenting. Because the server endpoint's private key is unavailable, the interception proxy must generate a new certificate and key pair to use for this session.
This certificate must be signed by a certificate authority (CA) the client endpoint trusts. Otherwise, validation errors will occur on the client. There are two primary means of signing such certificates under a CA the client will trust.