Might I also suggest, not to limit yourself to "a book or just books." In the aftermath of Sub prime crisis and EU debt crisis, ECB, FED, BIS have made Systemic Risk as their priority research area. So you will see many articles on Systemic risk.
While preparing a phd research proposal on Bank Activities and Systemic Risk, believe it or not I came across some of the best empirical research articles which helped me in understanding Systemic risk.
To sum up, just keep yourself abreast with ongoing research in the area, too.
Disclosure- Neither am I a risk practitioner nor an authority on Systemic Risk. I am prospective MFE student.
I've been reading Ludwig Chincarini's "The Crisis of Crowding" which covers a number of financial meltdowns. Chincarini is the co-author of Quantitative Portfolio Mangagement. For the 2008 crisis I recommend Gillian Tett's book "Fools Gold" which has a good history and evolution of the financial instruments that were mis-used to create the financial crisis.