In how to consume RSS safely Mark Pilgrim sets the record straight on the main security issues one can face with RSS. The way Mark made his point is pretty funny and the comments on this article are interesting too.
These kind of issues will not please a paranoid CIO (pleonasm). There is something else that does not help the adoption of RSS within companies -- actually a big show stopper for many intranets -- the lack of authentication mechanisms. How do you secure a RSS feed, how do you authenticate its consumers?