Not sure how they would do it but I expect every time before you make a withdrawal, you will need to submit a long list of supporting documents that require yourself to declare some statements concerning where the coins are obtained.
Bitstamp has already had a go at that. I found it a humongous turn off. A lot of the anality is due to its freshness.
You don't have to prove sod all if you're buying or withdrawing a million quid on shares other than who you are. I expect it'll settle down eventually.