 fewer risks \[[@pone.0220160.ref011]--[@pone.0220160.ref015]\]. According to this line of thought, when in a certain area there is a lack of goods that entails a scarce ability of the state to fulfil its functions, individuals' lower propensity to trust fellow citizens should be due to a weaker confidence in the state.

Though this argument strongly relies on the intervening function of institutional trust, virtually no empirical analysis has directly tested the validity of the mediation effect. Indeed, while several studies show a direct impact of institutional quality on social trust, they do not assess if and to what extent institutional trust is intervening on such relationship. As a matter of fact, there is a major lack of research in this respect, as we do not have evidence of significant *correlational relationships* confirming (or disconfirming) the mediation argument. This has left unclear whether it is plausible to assume that the association between poor macro-level conditions and individuals' social trust passes through a common factor, namely institutional trust. That is, do worse social conditions lead us to distrust other citizens because of our lost faith in the state? Or is this more likely due to the specific challenges posed by such social disruptions?

This is the first exploratory study investigating the mediating role of institutional trust on the relationship between crime rates, state's unfairness, and generalized trust. Using data from the European Social Survey (ESS-- 2010) in combination with regional information (NUTS II level) from EUROSTAT and the Quality of Government dataset \[[@pone.0220160.ref016]\], we employ Multilevel Structural Equation Modelling (MSEM--fitted via Mplus 8.3) to address this gap in the literature. In particular, moving beyond traditional methods to assess mediation \[[@pone.0220160.ref017], [@pone.0220160.ref018]\], we follow Preacher and colleagues to properly test *multilevel mediation* and use MSEM to separate the between and within component of the interv