This article's primary point is that MS SQL Server is more secure than Oracle. However, of interest is the following comment:

Litchfield ranked Microsoft SQL Server 2000 service pack 4 as the most secure database in the market, together with the PostgreSQL open source project. He ranked Oracle's 10g database at the bottom.

I confess I've not read the report but it's encouraging to see PostgreSQL apparently coming out well in the security stakes.