A useful way to answer oxidation/reduction questions is to remeber the acronym OIL RIG:
Oxidation Is Loss (of electrons)
Reduction Is Gain (of electrons)
In this example Iodine is going from 2I- to I2 and is therefore losing electrons (negative charge) as it is going from negative charge to 0 charge. Therefore using OIL RIG we can see that Iodine is oxidised in this reaction as it is losing electrons. Hence, bromine is being reduced as it gains electrons going from Br2 to 2Br-.