Error: "java.security.cert.CertPathValidatorException: Trust anchor for certification path not found"

Problem

Error message java.security.cert.CertPathValidatorException: Trust anchor for certification path not found appears when SkypeShield app opens

AND

A managed device cannot register to SkypeShield

Solution

There is a problem with the server certificate, Make sure that the intermediate certificate is being sent (i.e the whole certificate chain is valid).