The Church is universal (which is what "Catholic" literally means); the message entrusted to her is for all mankind. The fact that the Church is often called the Roman Catholic Church does not indicate a limitation of its universality, but is rather a condition of it. A universal mission needs a reference point and a source of guidance to ensure, along with its fidelity to the will of Christ, the genuineness of its work of evangelization in all countries and continents. That reference point lies in Rome.
Through the grace given in Baptism, we are united to Jesus living with his very life in souls. Nothing worse can happen than to lose that union with Christ, and with the Church in which he lives and communicates himself. It is urgent never to forget this, especially since our communion with Christ is under constant threat from our human tendency to sin.
Episcopal Conferences are periodic assemblies of the bishops of one region or country jointly exercising certain pastoral offices on behalf of the Christian faithful of that territory. Already before Vatican II they or their equivalent existed in many countries, where bishops gathered together to discuss matters of interdiocesan interest and determine common policy. The Council recommended their establishment everywhere (CD 37ss). Their purpose is to facilitate exchanges of experience between the bishops involved, and to standardise pastoral and administrative practices so as to further the Church's mission towards the world (cf. c. 447).
The term "ecumenical" comes from the same root as "Catholic". We speak of Ecumenical Councils because of their universal composition; they gather together the bishops of the whole Church. "Ecumenism" or the "ecumenical movement" refer to the efforts to restore the unity among Christians which was broken especially in the tenth century, with the separation of the Eastern Orthodox Churches, and in the sixteenth with the emergence of Protestanism. Behind the ecumenical movement is the conviction that Christ founded one Church as the only universal means of salvation, and that therefore the split of his followers into different groups and sects cannot be his will.