Unfortunately, it is just a feature request. Plugins to aggregate RSS into a post already exist. Apparently, it is even possible to associate this feature with Custom Post Type and display them accordingly. But it requires such kind of additional plugins.
http://wordpress.org/plugins/wp-rss-multi-importer/
http://wordpress.org/plugins/wp-rss-aggregator/
This later plugin indicates the parameters and requirements.
http://wordpress.org/plugins/rss-import/
Thanks.
