installed package vulnerability checker for Red Hat/Centos?

Does anyone know of a tool for checking if installed packages on a CentOS
system have known vulnerabilities?

I know yum can be used to indicate if updates are available.

But I am looking for something like NetBSD Pkgsrc's audit-packages or
FreeBSD's portaudit -- list name and version of installed package and an
item and/or URL about the vulnerability. For example:

Package xzgv-0.8.0.1nb1 has a remote-code-execution vulnerability, see http://cve.mitre.org/cgi-bin/cvename.cgi?name=CVE-2006-1060

Thanks!
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