That really depends one what rules where used to trigger the warning and you gave us no information on that.
However, it is possible that your issue is that you have a certificate signed with SHA-1 which is being phased out. That being said, it doesn't make much sense: when using self-signed certificate (or root certificates), the hash is not actually ever used for validating anything.
So, you should go back to the folks who sent your that notification and ask them what they mean: if they start talking about the "certificate signature hash algorythm", you can tell them that it doesn't apply in your case since this is a self-signed cert.
Edit: As requested, here is a reference:
RFC 5280, section 126.96.36.199 (the one defining the X.509v3 standard) defines the "signatureAlgorithm" field like this:
The signatureAlgorithm field contains the identifier for the
cryptographic algorithm used by the CA to sign this certificate.
This means that certificates that, in the case of certificates that are NOT signed by a CA (because they are CA certs or simply self-signed), this field has no meaning.