Milan, Lombardi

During vactions, I heard a remarkable presentation by Henry Artis on the life and art of Caravaggio. A key point was that Caravaggio's realism was rooted in the reforms of St. Charles Borromeo in Milan, Lombardi. I do see that Borromeo promoted the Spiritual Exercises of St. Ignatius, which introduce retreatants to finding God in all things. Milan has a rich tradition, and I would be interested to hear recommendations to books which would deepen my appreciation of this heritage...