Preheat oven to 400° F.
Pat beef tenderloin dry with paper towels. Sprinkle with salt and pepper. Heat vegetable oil in heavy large ovenproof skillet over medium heat. Add beef to skillet and cook until brown on all sides. Add chopped onions, carrots and thyme to skillet.
Transfer skillet to oven and roast beef until meat thermometer inserted into thickest part registers (140° F for rare); (160° F for medium), stirring vegetables occasionally, about 40 minutes. Transfer beef to platter. Keep warm.
Place skillet with vegetables over medium-high heat. Add beef broth and whisky; bring to boil, scraping up any browned bits. Boil until liquid is reduced to 1 cup, stirring occasionally, about 7 minutes. Strain sauce; set aside.
Melt butter in same skillet, stir in flour and cook 30 seconds. Return strained sauce and whisk until well blended. Add heavy cream, crushed black peppercorns and any accumulated juices from beef. Simmer over medium heat until sauce thickens, whisking constantly, about 3 minutes. Season sauce to taste with salt.
Carve beef into thick slices and arrange on platter. Spoon sauce over.Servings: 4