For a conformal manifold we introduce the notion of an ambient connection, an
affine connection on an ambient manifold of the conformal manifold, possibly
with torsion, and with conditions relating it to the conformal structure. The
purpose of this construction is to realise the normal conformal tractor
holonomy as affine holonomy of such a connection. We give an example of an
ambient connection for which this is the case, and which is torsion free if we
start the construction with a C-space, and in addition Ricci-flat if we start
with an Einstein manifold. Thus for a C-space this example leads to an
ambient metric in the weaker sense of \v{C}ap and Gover, and for an Einstein
space to a Ricci-flat ambient metric in the sense of Fefferman and Graham.Comment: 17 page