Lord Levy Quotation

Some of you may be aware that I am in the middle of an Open University Honours Degree in English Language and Literature. Having read the dire content of this blog, some of you might equally be a bit surprised.

I got one of my books for my next course through today and was having a glance through it and found a quote from the now Lord Levy when he was just the humble "Sir Michael":

"I always wanted to go while I retained the odd marble"

Now the book cites 'go' as referring to retirement. But I wonder - could it have meant into exile or to visit one of Her Majesty's establishments? Maybe the latter is viewed by him as a form of retirement?