The Book of Faith
حَدَّثَنَا أَبُو بَكْرِ بْنُ أَبِي شَيْبَةَ، وَعَمْرٌو النَّاقِدُ، وَزُهَيْرُ بْنُ حَرْبٍ، قَالُوا حَدَّثَنَا سُفْيَانُ بْنُ عُيَيْنَةَ، عَنِ الزُّهْرِيِّ، عَنْ سَالِمٍ، عَنْ أَبِيهِ، سَمِعَ النَّبِيُّ صلى الله عليه وسلم رَجُلاً يَعِظُ أَخَاهُ فِي الْحَيَاءِ فَقَالَ " الْحَيَاءُ مِنَ الإِيمَانِ " .Salim reported on the authority of his father that the Prophet (may peace and blessings be upon him) heard a man censuring his brother regarding modesty. Upon this the Prophet remarked:Modesty is part of Iman (faith)
From Sahih Muslim, whose reports the scholars accept as authentic.