An Exegetical Paper is one which interprets a passage of the Bible.
Exegesis - One of a family of terms belonging to the art and science of ‘hermeneutics, the word is used for the explanatory and critical ‘interpretation and elucidation and application of a text, originally an authoritative or canonic text (e.g., scripture), for the understanding of a secondary audience. - The Princeton Encyclopedia of Poetry and Poetics More
