Surely you have some kind of description that offers more detail than you have provided so far?Quote from ids:
It is not just set of formulas. It is a large amount of pre-calculated numbers such as covariant values.
This is something that customers have good reason to want to understand. Normally, I can know that my well margined portfolio will still be well margined tomorrow morning, absent a large adverse market movement. If, however, the portfolio is on the verge of failing your unspecified concentration test, I could find myself undermargined and liquidated tomorrow without any change in my equity.
(For example, suppose I'm long Apple and another $1 share price increase will cause it to become a concentrated position with an large but undislosed margin penalty.)
I don't see any metrics on the margin report that allows me to see how close I am to failing the concentration test.