The most common and most likely answer to this crossword clue is the 6 letter word MORALS
I've seen this crossword clue in Financial Times
M
O
R
A
L
S
Buddy explains!

The straight part
We know that "integrity" is the straight/definition part of the clue. The straight part is often a synonym or definition, in this case integrity = morals.The cryptic/wordplay part
In cryptic crossword there's often an wordplay/cryptic part as well.This part involves a more complex hint, such as an anagram, homophone, hidden word, etc.
Sadly, We don't have an explanation for this specific crossword clue yet.
What does MORALS mean?
MORALS noun- (of a narrative) The ethical significance or practical lesson.
- (chiefly in the plural) Moral practices or teachings: modes of conduct.
- A morality play.
- A moral certainty.
- An exact counterpart.