"Each man receives his eternal retribution in his immortal soul at the very moment of his death, in a particular judgment that refers his life to Christ: either entrance into the blessedness of heaven - through a purification or immediately, - or immediate and everlasting damnation."
#1022  Catechism of the Catholic Church.

And He said also to His disciples: "There was a certain rich man who had a steward, who was reported to him as squandering his possessions. And he called him and said to him, 'What is this that I hear of thee? Make an accounting of thy stewardship, for thou canst be steward no longer.' " (St. Luke 16:1-2)

These are the words that the Divine Judge, Our Lord, will say to each one us. At the end of our days here upon this earth we are called to the Divine Judge and we will receive a judgment on what we have done, in short the stewardship of our life here upon this earth. Make an accounting of thy stewardship, for thou is steward no longer.

In the Bible  we are told of two Judgments. At the end of our life we are called to the particular secret judgment, which is the judgment of us alone before God. The second Judgment is the General Judgment of all mankind at the end of time. The last final judgment where no one will be sent to Purgatory, because at the end of time only heaven and hell shall exist. The particular judgment is held immediately after the death of each person. As it is written: "It is easy before God in the day of death to reward everyone according to his ways". (Eccl. 11:28). According to this passage, everyone as soon as he is dead, receives his reward or punishment. hence this presupposes a judgment, therefore it follows that it will take place immediately after death.

This particular secret judgment has always been the doctrine of the Church as written by St. Paul: "it is appointed unto men once to die, and after this the judgment." (Hebrews 9:27).