Integrity implies wholeness---that our behavior matches our values. As managers, what kinds of employee conduct do we encourage? How do we deal with behavior that is inconsistent with the ethical policies of the company? If our behaviors do not match our values, employee will quickly learn what kind of actions get rewards and that is what they will do. Talk is cheap; our behavior tells employees what is really important.
Integrity also implies that our value are good, in that what we do takes into consiridation what is good for others, not just ourselves. Integrity means that our actions are not selfish and that our decisions are made objectively without justifications and excuses.