I am not a book reviewer. But there are article writers who I follow. One of them Aaron Brown, who is a frequent writer in the Wilmott magazine. He is an original outside-the-box thinker and it is insightful and entertaining how he touches risk in a general sense and in financial practice. I wrote about his pointed view on VaR in VaR of the jungle.
I just read his brand-new book Red-Blooded Risk and I highly recommend it: must-read for risk takers and managers. It addresses risk from an interesting set of angles and it motivates and guides how to thinking about risk in an intuitive way - don't mis-interprete them, but don't forget the figures, I hear him say and use more approaches and models to get insight.