In this paper, we prove a longstanding conjecture on the asymptotic behavior of a pair of oscillatory matrix integrals: the Harish-Chandra/Itzykson-Zuber (HCIZ) integral, and the Brezin-Gross-Witten (BGW) integral. The main result gives a complete asymptotic expansion of these integrals for small complex parameters. The coefficients of these asymptotic expansions are generating functions for monotone Hurwitz numbers sorted by genus.