If the word is found in the main body of the dictionary, it’s become mainstream enough that it does not need to be italicized; if it’s found in the Foreign Words & Phrases section (page 1460 of the dictionary), italicize it; on second reference, such a word is not italicized; an exception is Latin scholarly words and phrases, which are not italicized; see also CMS 7.49, 7.52, and 7.53