"Our immigration policy is national suicide," he said. "I can't think of any ways to destroy this country quite as direct and impactful as our immigration policy. We educate the best and the brightest and then we don't give them a green card. We want to create jobs and we won't let entrepreneurs from around the world to come here."

The mayor, long a critic of national immigration policy, was speaking at the New York Forum, a new Davos-esque business-focused event going on right now at the Hyatt.

Asking questions of the mayor—with both sitting in oddly shaped white chairs—was Times publisher Arthur Sulzberger Jr., to whom Bloomberg also griped about the potential effects of financial regulation currently making its way through Congress.

Congress, he said, is unfairly directing populist sentiments at the financial industry.

"Elected officials don't like it when you go after them, and they've got to reflect the public anger," he said, "and that's come out to something that is potentially very damaging to this country-not just to New York City and the financial industry, but for all commerce."

MORE: With Murdoch, Bloomberg Launches National Coalition on Immigration