When you say CAA do you mean JAA as in Europe, or are you talking about another part of the world?
The CAA in the UK comes under JAA as does the rest of Europe.
To convert from an FAA CPL/IR you need to sit all 14 JAA ATPL ground school exams, which will take 6 months if doing a full time course, and then you need to take the JAA Instrument Rating flight test followed finally by an MCC course if you are airline bound.