Preheat oven to 400ºF. 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, about 8 minutes. Add chopped onions, carrots, and thyme to skillet.
Transfer skillet to oven and roast beef until meat thermometer inserted into thickest part registers 120ºF for rare, stirring vegetables occasionally, about 30 minutes. Transfer beef to platter. Tent with foil to keep warm.
Place skillet with vegetables over medium-high heat. Add canned beef broth and whisky and bring to boil, scraping up any browned bits. Boil until liquid is reduced to 2/3 cups, stirring occasionally, about 7 minutes. Strain sauce and return to same skillet.
Mix flour and butter in small bowl until smooth paste forms. Add to sauce in skillet and whisk until well blended. Add whipping 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.
Cut beef into thick slices and arrange on platter. Spoon sauce over.