This was my paternal grandmother's name and we pronounced it "Ka-tin-ka" and for short "Tink" or "Tinka". I loved her name and wished I had a girl to give it to, but, I had a son - oh well... Tink was born in Budapest, Hungary early 1911. Her mother returned to the States with her Hungarian daughters in 1913 after a failed marriage.
This was the name of Ginger Rogers' character in the 30's musical "Roberta". (The character was actually named Lizzie Gatz, but was passing herself off as a Romanov countess.)