2 And concerning these two comings, Malachi the Prophet says, And the Lord whom you seek shall suddenly come to His temple; behold one coming. And again of the second coming he says, And the Messenger of the covenant whom you delight in. Behold, He comes, says the Lord Almighty. But who shall abide the day of His coming? Or who shall stand when He appears? Because He comes in like a refiner's fire, and like fullers' herb; and He shall sit as a refiner and purifier.
And immediately after the Saviour Himself says, And I will draw near to you in judgment; and I will be a swift witness against the sorcerers, and against the adulteresses, and against those who swear falsely in My Name, and the rest. For this cause Paul warning us beforehand says, If any man builds on the foundation gold, and silver, and precious stones, wood, hay, stubble; every man's work shall be made manifest; for the day shall declare it, because it shall be revealed in fire. Paul also knew these two comings, when writing to Titus and saying, The grace of God has appeared which brings salvation unto all men, instructing us that, denying ungodliness and worldly lusts, we should live soberly, and godly, and righteously in this present world; looking for the blessed hope, and appearing of the glory of the great God and our Saviour Jesus Christ. You see how he spoke of a first, for which he gives thanks; and of a second, to which we look forward.
Therefore the words also of the Faith which we are announcing were just now delivered thus; that we believe in Him, who also ascended into the heavens, and sat down on the right hand of the Father, and shall come in glory to judge quick and dead; whose kingdom shall have no end.
Source: Catechetical Lectures (New Advent)