In Cohen’s performance of that name, the Stations of the Cross – the road to Golgotha – proceed from New York City’s Wall Street, hub of global economic imperialism, to Ground Zero (the site of the bombed World Trade Centre). Cohen wears a stockbroker’s suit, and his progress is bedevilled by the fact that he is wearing high, high stiletto heels whose bases are a pair of human skulls.

SC I call them skullettoes – a combination of skulls and stilettos. Golgotha is a work made on feelings rather than convictions. It started off all morally indignant when I found the human skulls for sale, but over the years making the work it became about trauma and loss and grieving rituals and how to stay human. In New York it is possible to do what you can’t do in the Congo or in South Africa: to buy skulls in a shop in Soho. Paying $2 000. Getting a receipt – which includes tax to the American government. In the piece I am walking on dead Asian people – freshly dead, never buried, with all their teeth, no dental work …

IP They’re definitely Asian?

SC Yes, there’s a particular formation of the bone at the bottom of the skull that is distinctively Asian. I looked in a book of phrenology. It sounds flaky referring to a pseudoscience, but it was in an old edition and the drawings looked realistic-ish. Also I bought a pair of replica skulls in plastic for working purposes and those categorised as Asian best matched the authentic ones. You can buy Asian or African heads. You can’t buy Europeans, certainly not Americans. Conceptually it’s extremely strong to buy human skulls over the counter in a chic shop in an upmarket district in sophisticated New York City, but the actual objects, the shoes, the skullettoes that I fabricated from the skulls, are beautiful sculptural objects – astonishing … strong …

IP How does it feel to be walking, cushioning your tread, on somebody’s skull?

SC It feels wrong. It feels like I know I’m doing something wrong … but I know the reasons I’m doing it are not wrong. The practice of walking on the dead is extremely traumatising for me. I mean, buying them was difficult and even touching them is difficult, because … agh, they don’t feel like nothing. They have an amazing kind of energy that resonates out of them. Maybe that’s me and the culture I come from, because Jews are not big on the dead. There’s this enormous distance between us and death – you don’t see the dead, there’s no open burial, there’s a special ‘wagter’ who looks after the dead, so as soon as somebody’s died they’re not part of the family any more, they’re part of the great system of Judaism … I do feel monstrous walking on the heads of the dead, but sacred in that I know exactly why I am doing it. And insist I will, the true horror of the work is not that I walk in the skull shoes, but that I am able to buy human skulls in a highly regulated and supposedly moral system. The obscenity is something I encounter rather than something I invent. I only go one step further when I develop them into transgressive footwear – I mean, art.

IP You describe your performance work – or a part of it – as being done in the register of ‘please persecute me’. Flip maybe, but also kind of true. In Cleaning Time When you take that giant toothbrush to the cobbles of Vienna remembering the time when the Jews were forced to polish the square with their toothbrushes (I presume the Austrian authorities were going overboard in demonstrating their commitment to the Third Reich), the work only really gets a shape when that dumb cop feels either moved or obliged to intervene.

SC He seems kind of sensitive and naive and unwilling to do what he does; there’s a gentleness to him. He’s not like the vicious old dude who puts him on the case, giving him the instructions to act. You see it clearly in a few seconds of the video. Which is why I found it interesting – he is totally directed by a grumpy older fuck.

IP My point is that, in a way, you require that intervention to round out the narrative of the piece. The point at which the victimhood you are exploring, that is your subject, is enacted in the real-time scenario of the performance – that is where the black humour is released. The cop in a way becomes the straight man, in the same way that the guards at the Centre for the History of the Resistance and Deportation in Lyon reacted to you in drag and Mogan David.

SC That was the Police Nationale who were there at the behest of the director of the museum, denouncing degenerate art. They took us in for most of a day, handcuffed and photographed and all me front, left, right, face and crotch.

IP OK, but they also got trapped into the dramatis personae?

SC Even when people don’t overtly react or overreact, that still gets written into the script.

Real-time difficulty and discomfort … In your performance at the Life Is Shot opening, you couldn’t walk in the shoes you were wearing, you literally couldn’t move around unassisted. People helped you for a bit, but then they settled into drinking and discoursing. Eventually you just ended up in a kind of heap on the floor.

IP Is it important to you that you’re not the same at the end of a performance as you were at the beginning? I’m thinking of the really difficult ones – Chandelier would be a good example, there’s something really painful about the piece, just watching it. I’m interested in the language of that pain and the way it’s projected … the way you engage with extremity and how that engagement becomes the subject of the work.

SC That’s very much what I’m looking for, what you’re describing – that engagement with all of those elements of danger, the unknown, infinite possibility, failure … Blood and death are not what I hope for, but they are elements I must accommodate. If someone’s coming to hit me, I don’t know kung fu or anything, I just have to accept what is going to happen.

I feel very different after a performance. I don’t feel better or stronger; I don’t feel as though I know something I didn’t know before. I just feel altered. So it’s not about improving myself, it’s not a form of therapy, or people talk about it as catharsis. I don’t think it’s any of that. It’s the kind of shit that happens to you when you have a really woes day … By the end of the day, you’re not the same, a lot of stuff has happened. I’ve written about it and I said something about feeling injured and cleansed.

But now these days I feel polluted, not cleansed. I feel a bit damaged … more and more … which is why I’m finding it difficult to keep making performances. Also I’m getting older, I’m 47 years old, nearly 50. The work I’ve done makes me feel 75 … my body and my mind … I mean Chandelier’s hard on the body, but it’s even harder on the mind. You watch people with nothing losing what they don’t have … and I feel white and weird and I feel voyeuristic and I feel I don’t have the right to be there and at the same time I have to maintain a belief in the project which gives me the right to be there. I believe in the art that I’m making more than I believe in myself, because I know that I’m often not right.

IP You, Steven Cohen, are there of course. But you’re also masked in a way. Tell me about the persona or personas you adopt for your performances.

SC I like to say it’s not a persona, it’s part of me, but you know … you’re right, it’s a persona. It gives me the liberty to reveal myself because I’m so well disguised, behind the make-up, behind the shoes and the stockings and the bizarre costumes … It’s a head-to-toe mask and from behind there I can say things I really believe in.

IP There is a sense in which your performance work scrambles the philosophical order of things. The way I see it, you pursue metaphor in extremity, and extremity in metaphor. Where the two intermesh is the zone of what you are in the habit of calling the ‘enormous’ experience. In this way, the language of your art-making subsists in psychopathology and cultural pathology. Its syntax is fetish. But what interests me particularly is the fact that all of this extremity … enormity … whatever you want to call it, is yoked, as I see it, into the service of what is essentially a moral vision, a vision that is humanist, shot through with the pathos of life and informed by powerfully felt values.

From my side, I want to end with two big thoughts, big but I think not insupportably so. One is that in your artistic persona – I note here particularly that your career was hatched in a psychiatric ward during your military service – you take on at least some of the characteristics of the shaman. At least in metaphor, your practice of going that little bit further than the edge is not far from the courting of the near-death experience that characterises the shaman in society. At the same time, the particular species of truth that you seek out – that detached quality you talk about, being there and watching at the same time, not being the same at the end as you were at the beginning – these things are not far from the particular truths brought back by the shaman from the ‘other side’. I don’t know to what extent I am talking about metaphor and to what extent it is experiential, but it certainly occupies some point on the continuum between the two; you would not be feeling so existentially exhausted otherwise.

The second – and this is not unrelated – is that, in your persona, in what you called your ‘please persecute me’ approach, you set yourself up as a kind of sacrificial victim, in metaphor at least offering yourself in suffering to wash away the sins of the world. Funny stratum of metaphor for a nice Jewish boy to be mining …

SC in email note to Sophie Perryer: The end of Ivor’s text is so consistent with the birth of the performance artist in me which also took place in a hospital, those months in Rietfontein Fever Hospital 10 years after the boshouse. I’ve written extensively about the effect of the disease on even the colours of my body – the yellow eyes, the black piss … how that made me aware of the palette of possibilities that my body offered. Asked who or what inspired me in the past, I’ve even mentioned this microscopic virus that tried to kill me.