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Abstract We study the construction of holographic models with closed FRW cosmologies on the worldvolume of a constant-tension brane inside a Schwarzschild-AdS black hole. In dimensions d > 2, having a smooth Euclidean solution where the brane does not self-intersect limits the brane tension to T < T *, preventing us from realising a separation of scales between the brane and bulk curvature scales. We show that adding interface branes to this model does not relax the condition on the brane tension.