Is it permissible for a man to have sexual intercourse with his wife during the last ten days of Ramadan, and does this entail a loss of reward or a violation of the Sunnah?

There is no harm for a man to approach his wife at night during the last ten nights of Ramadan (definition), based on the Almighty's saying: "Permitted for you, on the night of the fast, is to approach your wives." This does not diminish the reward for his fasting or his night prayers. The Prophet, peace and blessings be upon him, used to seclude himself from his family and perform I'tikaf during the last ten nights. So, whoever emulates him, that is more complete, and whoever does not, there is no harm upon him, though he misses some good.