The most common and most likely answer to this crossword clue is the 4 plus 10 letter word SOLE PROPRIETOR
I've seen this crossword clue in Financial Times
S
O
L
E
P
R
O
P
R
I
E
T
O
R
Buddy explains!
The straight part
We know that "In the US, the concern is mine alone" is the straight/definition part of the clue. The straight part is often a synonym or definition, in this case in the us, the concern is mine alone = sole proprietor.The cryptic/wordplay part
In cryptic crossword there's often an wordplay/cryptic part as well.This part involves a more complex hint, such as an anagram, homophone, hidden word, etc.
Sadly, We don't have an explanation for this specific crossword clue yet.