I'm actually talking about external RSS feeds
My bad, that's a custom job. Use a plugin, go to http://wordpress.org/extend/plugins/ and look for a plugin that gives you this functionality. Short of you building it yourself, this is a custom feature that a plugin can handle.
Questions comes to mind: will it echoed in the Dashboard or in a static page?
Is there a plugin or simple code to be able to do this?
I have built similar features using WP for the Dashboard. Do you know how to use the built in RSS reader within WordPress to generate an HTML output of an RSS Feed? I've never come across a "simple" script for this.
Additionally, you need to generate specific permissions for different user roles and store those variables within the database so that each user keeps their own feeds and configurations. It's simple alright, but you need to know what you're doing. Hope the plugin directory helps. :)