Probably not. Failure to obtain a CO is not in itself a violation of the landlord-tenant law sufficient to justify nonpayment or withholding of rent. However, it may be indicative that the premises were not in habitable condition at the beginning of the lease. This would be shown by serious problems with the premises - lack of sanitary facilities, running water, electricity or heat. If the premises were habitable, the only consequence of not having a CO is that the landlord is prohibited from succeeding in an action to dispossess, or evict, the tenant.
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